VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 10, 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 : 57,977: 4,668 10,968 1,440 41,810 40,072 47,918 52,480: 10,059 5,497
Old : 57,977: 4,668 10,968 1,440 41,810 40,072 47,918 52,480: 10,059 5,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,048: 308 391 650 -947 -123 11 918: 2,037 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.9 2.5 72.1 69.1 82.7 90.5: 17.3 9.5
Old : 100.0: 8.1 18.9 2.5 72.1 69.1 82.7 90.5: 17.3 9.5
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 : 26: 8 7 2 10 5 20 13:
Old : 26: 8 7 2 10 5 20 13:
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 : 66.3 77.1 74.3 87.8 60.6 66.9 66.2 76.2
Old : 66.3 77.1 74.3 87.8 60.6 66.9 66.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006