VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 28, 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 : 19,819: 2,211 5,182 272 15,126 13,085 17,609 18,539: 2,210 1,280
Old : 19,819: 2,211 5,182 272 15,126 13,085 17,609 18,539: 2,210 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,279: 163 24 34 -46 205 151 263: 1,128 1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 26.1 1.4 76.3 66.0 88.8 93.5: 11.2 6.5
Old : 100.0: 11.2 26.1 1.4 76.3 66.0 88.8 93.5: 11.2 6.5
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 : 33: 15 5 6 7 4 27 14:
Old : 33: 15 5 6 7 4 27 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 : 74.4 89.5 80.7 92.3 59.6 72.3 64.9 74.8
Old : 74.4 89.5 80.7 92.3 59.6 72.3 64.9 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006