VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 21,139: 3,165 6,279 226 13,560 13,246 16,951 19,751: 4,188 1,388
Old : 21,139: 3,165 6,279 226 13,560 13,246 16,951 19,751: 4,188 1,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 975: 46 550 -43 -1,839 -81 -1,836 426: 2,811 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 29.7 1.1 64.1 62.7 80.2 93.4: 19.8 6.6
Old : 100.0: 15.0 29.7 1.1 64.1 62.7 80.2 93.4: 19.8 6.6
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 : 35: 18 9 8 5 4 29 16:
Old : 35: 18 9 8 5 4 29 16:
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 : 65.7 86.4 72.9 91.8 49.8 68.5 55.7 73.7
Old : 65.7 86.4 72.9 91.8 49.8 68.5 55.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006