VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 12, 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 : 46,956: 3,126 9,153 1,090 37,763 35,305 41,979 45,548: 4,977 1,408
Old : 46,956: 3,126 9,153 1,090 37,763 35,305 41,979 45,548: 4,977 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 1,254: -50 -372 126 1,536 885 1,612 639: -358 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.5 2.3 80.4 75.2 89.4 97.0: 10.6 3.0
Old : 100.0: 6.7 19.5 2.3 80.4 75.2 89.4 97.0: 10.6 3.0
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 : 21: 6 4 3 9 4 17 10:
Old : 21: 6 4 3 9 4 17 10:
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 : 74.5 88.3 82.8 95.3 73.0 82.1 78.9 88.3
Old : 74.5 88.3 82.8 95.3 73.0 82.1 78.9 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006