VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 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 : 24,180: 3,309 6,561 268 18,793 16,159 22,370 22,988: 1,810 1,192 Old : 24,180: 3,309 6,561 268 18,793 16,159 22,370 22,988: 1,810 1,192 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2006 : : 3,041: 144 282 42 5,233 2,913 5,419 3,237: -2,378 -196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 27.1 1.1 77.7 66.8 92.5 95.1: 7.5 4.9 Old : 100.0: 13.7 27.1 1.1 77.7 66.8 92.5 95.1: 7.5 4.9 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 : 38: 18 8 8 7 3 33 15: Old : 38: 18 8 8 7 3 33 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 : 74.4 88.9 83.3 93.9 51.7 60.9 57.1 65.7 Old : 74.4 88.9 83.3 93.9 51.7 60.9 57.1 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006