VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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 : 19,609: 2,740 5,401 334 13,048 13,486 16,122 19,221: 3,487 388
Old : 19,609: 2,740 5,401 334 13,048 13,486 16,122 19,221: 3,487 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -210: 529 219 62 -2,078 401 -1,487 682: 1,277 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 27.5 1.7 66.5 68.8 82.2 98.0: 17.8 2.0
Old : 100.0: 14.0 27.5 1.7 66.5 68.8 82.2 98.0: 17.8 2.0
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 : 38: 18 7 9 6 3 32 17:
Old : 38: 18 7 9 6 3 32 17:
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 : 67.4 93.5 73.3 96.3 52.5 76.4 57.3 79.0
Old : 67.4 93.5 73.3 96.3 52.5 76.4 57.3 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006