VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 26,923: 6,099 6,615 561 18,166 17,799 24,826 24,975: 2,097 1,948
Old : 26,923: 6,099 6,615 561 18,166 17,799 24,826 24,975: 2,097 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,184: 203 209 -40 144 51 307 220: -1,491 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 24.6 2.1 67.5 66.1 92.2 92.8: 7.8 7.2
Old : 100.0: 22.7 24.6 2.1 67.5 66.1 92.2 92.8: 7.8 7.2
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 : 49: 19 8 14 8 5 41 25:
Old : 49: 19 8 14 8 5 41 25:
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 : 69.1 80.6 81.7 89.9 55.2 57.5 60.2 66.8
Old : 69.1 80.6 81.7 89.9 55.2 57.5 60.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2006