VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 33,705: 5,520 7,581 1,517 23,730 21,480 30,767 30,578: 2,938 3,127
Old : 33,705: 5,520 7,581 1,517 23,730 21,480 30,767 30,578: 2,938 3,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 3,512: -1,638 -611 971 3,560 2,445 2,893 2,805: 619 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 22.5 4.5 70.4 63.7 91.3 90.7: 8.7 9.3
Old : 100.0: 16.4 22.5 4.5 70.4 63.7 91.3 90.7: 8.7 9.3
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 : 53: 20 10 18 8 5 44 30:
Old : 53: 20 10 18 8 5 44 30:
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 : 73.3 74.7 81.1 85.8 47.5 43.1 51.4 53.8
Old : 73.3 74.7 81.1 85.8 47.5 43.1 51.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006