VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, April 4, 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 : 26,642: 3,376 7,001 166 20,263 17,100 23,805 24,267: 2,837 2,375
Old : 26,642: 3,376 7,001 166 20,263 17,100 23,805 24,267: 2,837 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2006 :
: 2,462: 67 440 -102 1,470 941 1,435 1,279: 1,027 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 26.3 0.6 76.1 64.2 89.4 91.1: 10.6 8.9
Old : 100.0: 12.7 26.3 0.6 76.1 64.2 89.4 91.1: 10.6 8.9
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 : 39: 18 8 7 8 3 33 15:
Old : 39: 18 8 7 8 3 33 15:
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 : 73.0 84.8 81.4 90.0 47.2 54.0 52.2 59.2
Old : 73.0 84.8 81.4 90.0 47.2 54.0 52.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2006