VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 28,244: 4,899 6,918 267 19,559 17,851 24,725 25,036: 3,519 3,208
Old : 28,244: 4,899 6,918 267 19,559 17,851 24,725 25,036: 3,519 3,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,602: 1,523 -83 101 -704 751 920 769: 682 833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 24.5 0.9 69.3 63.2 87.5 88.6: 12.5 11.4
Old : 100.0: 17.3 24.5 0.9 69.3 63.2 87.5 88.6: 12.5 11.4
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 : 41: 20 7 8 8 4 35 16:
Old : 41: 20 7 8 8 4 35 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 : 66.4 80.1 78.6 87.3 48.4 53.5 54.2 60.7
Old : 66.4 80.1 78.6 87.3 48.4 53.5 54.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006