VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 21, 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 : 18,540: 2,048 5,158 238 15,172 12,880 17,458 18,276: 1,082 264
Old : 18,540: 2,048 5,158 238 15,172 12,880 17,458 18,276: 1,082 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2006 :
: -7,224: -30 871 -312 -3,889 -4,846 -4,231 -4,287: -2,993 -2,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 27.8 1.3 81.8 69.5 94.2 98.6: 5.8 1.4
Old : 100.0: 11.0 27.8 1.3 81.8 69.5 94.2 98.6: 5.8 1.4
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 : 34: 16 5 6 7 4 28 14:
Old : 34: 16 5 6 7 4 28 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 : 78.7 93.2 85.4 97.4 63.5 75.8 67.8 77.7
Old : 78.7 93.2 85.4 97.4 63.5 75.8 67.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2006