VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 7, 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 : 23,241: 3,988 5,507 568 15,579 15,178 20,135 21,253: 3,106 1,988
Old : 23,241: 3,988 5,507 568 15,579 15,178 20,135 21,253: 3,106 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,765: 933 1,816 140 5,256 2,177 6,329 4,133: -2,564 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.7 2.4 67.0 65.3 86.6 91.4: 13.4 8.6
Old : 100.0: 17.2 23.7 2.4 67.0 65.3 86.6 91.4: 13.4 8.6
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 : 41: 24 5 9 6 5 35 17:
Old : 41: 24 5 9 6 5 35 17:
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 : 70.1 82.1 77.5 89.9 49.2 57.5 53.3 63.4
Old : 70.1 82.1 77.5 89.9 49.2 57.5 53.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2006