VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 19, 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 : 49,654: 3,685 9,700 1,878 38,105 36,011 43,668 47,589: 5,986 2,065
Old : 49,654: 3,685 9,700 1,878 38,105 36,011 43,668 47,589: 5,986 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,698: 559 547 788 342 706 1,689 2,041: 1,009 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 19.5 3.8 76.7 72.5 87.9 95.8: 12.1 4.2
Old : 100.0: 7.4 19.5 3.8 76.7 72.5 87.9 95.8: 12.1 4.2
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 : 22: 7 4 4 10 4 20 10:
Old : 22: 7 4 4 10 4 20 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 : 70.3 86.7 79.3 94.2 69.4 79.7 75.7 86.1
Old : 70.3 86.7 79.3 94.2 69.4 79.7 75.7 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006