VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 31, 2006
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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 : 19,476: 3,055 3,691 428 10,323 13,001 13,806 17,120: 5,670 2,356
Old : 19,476: 3,055 3,691 428 10,323 13,001 13,806 17,120: 5,670 2,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2006 :
: 4,684: -271 96 -33 1,723 3,331 1,419 3,394: 3,265 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.0 2.2 53.0 66.8 70.9 87.9: 29.1 12.1
Old : 100.0: 15.7 19.0 2.2 53.0 66.8 70.9 87.9: 29.1 12.1
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 : 28: 14 3 9 5 4 25 14:
Old : 28: 14 3 9 5 4 25 14:
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 : 60.4 83.2 65.8 86.9 45.9 64.2 49.0 67.4
Old : 60.4 83.2 65.8 86.9 45.9 64.2 49.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2006