VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 20,164: 3,119 5,729 269 15,399 13,327 18,787 19,325: 1,377 839
Old : 20,164: 3,119 5,729 269 15,399 13,327 18,787 19,325: 1,377 839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 555: 379 328 -65 2,351 -159 2,665 104: -2,110 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 28.4 1.3 76.4 66.1 93.2 95.8: 6.8 4.2
Old : 100.0: 15.5 28.4 1.3 76.4 66.1 93.2 95.8: 6.8 4.2
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 : 40: 23 7 7 7 3 34 15:
Old : 40: 23 7 7 7 3 34 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 : 74.0 90.7 82.6 94.6 58.3 72.3 65.6 76.0
Old : 74.0 90.7 82.6 94.6 58.3 72.3 65.6 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006