VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 25,764: 2,078 4,287 550 19,061 17,726 21,689 22,563: 4,075 3,201
Old : 25,764: 2,078 4,287 550 19,061 17,726 21,689 22,563: 4,075 3,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,523: -1,910 -1,220 -18 3,482 2,548 1,554 1,310: 969 1,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 16.6 2.1 74.0 68.8 84.2 87.6: 15.8 12.4
Old : 100.0: 8.1 16.6 2.1 74.0 68.8 84.2 87.6: 15.8 12.4
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 : 37: 19 6 9 7 4 34 14:
Old : 37: 19 6 9 7 4 34 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 : 71.7 83.3 76.7 86.8 46.6 55.2 49.7 57.2
Old : 71.7 83.3 76.7 86.8 46.6 55.2 49.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006