VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 31,475: 3,890 4,536 2,687 21,805 20,629 28,382 27,852: 3,093 3,623
Old : 31,475: 3,890 4,536 2,687 21,805 20,629 28,382 27,852: 3,093 3,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2006 :
: -2,230: -1,630 -3,045 1,170 -1,925 -851 -2,385 -2,726: 155 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 14.4 8.5 69.3 65.5 90.2 88.5: 9.8 11.5
Old : 100.0: 12.4 14.4 8.5 69.3 65.5 90.2 88.5: 9.8 11.5
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 : 45: 14 9 16 9 5 36 28:
Old : 45: 14 9 16 9 5 36 28:
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 : 66.8 71.2 82.1 83.0 53.5 49.1 58.0 57.4
Old : 66.8 71.2 82.1 83.0 53.5 49.1 58.0 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2006