VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($100 X VBI) :
: : :
All : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Old : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,124: -152 24 -88 168 -413 -72 -477: -1,052 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Old : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 15 7 6 39 22:
Old : 42: 18 4 15 7 6 39 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
Old : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005