VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 30,193: 7,158 8,192 546 20,170 19,035 27,874 27,773: 2,319 2,420
Old : 30,193: 7,158 8,192 546 20,170 19,035 27,874 27,773: 2,319 2,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,575: 421 1,227 -50 2,173 1,219 2,544 2,396: 31 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 27.1 1.8 66.8 63.0 92.3 92.0: 7.7 8.0
Old : 100.0: 23.7 27.1 1.8 66.8 63.0 92.3 92.0: 7.7 8.0
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 : 50: 23 9 13 8 5 42 24:
Old : 50: 23 9 13 8 5 42 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 : 69.5 76.5 80.6 88.0 50.6 50.9 56.4 62.1
Old : 69.5 76.5 80.6 88.0 50.6 50.9 56.4 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006