VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, April 18, 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 : 28,107: 5,896 6,406 601 18,022 17,748 24,519 24,755: 3,588 3,352
Old : 28,107: 5,896 6,406 601 18,022 17,748 24,519 24,755: 3,588 3,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -137: 997 -512 334 -1,537 -103 -206 -281: 69 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 22.8 2.1 64.1 63.1 87.2 88.1: 12.8 11.9
Old : 100.0: 21.0 22.8 2.1 64.1 63.1 87.2 88.1: 12.8 11.9
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 : 51: 19 10 17 8 4 44 26:
Old : 51: 19 10 17 8 4 44 26:
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 : 65.7 76.5 76.5 85.3 52.0 55.0 57.3 63.8
Old : 65.7 76.5 76.5 85.3 52.0 55.0 57.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2006