VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 27,618: 6,737 6,965 596 17,997 17,816 25,330 25,377: 2,288 2,241
Old : 27,618: 6,737 6,965 596 17,997 17,816 25,330 25,377: 2,288 2,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 695: 638 350 35 -169 17 504 402: 191 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.2 2.2 65.2 64.5 91.7 91.9: 8.3 8.1
Old : 100.0: 24.4 25.2 2.2 65.2 64.5 91.7 91.9: 8.3 8.1
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 : 51: 22 10 16 8 4 45 24:
Old : 51: 22 10 16 8 4 45 24:
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 78.7 80.8 89.0 55.6 56.7 60.6 67.0
Old : 67.4 78.7 80.8 89.0 55.6 56.7 60.6 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006