VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 17, 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 : 54,409: 4,122 10,614 1,501 38,394 36,828 44,017 48,943: 10,392 5,466
Old : 54,409: 4,122 10,614 1,501 38,394 36,828 44,017 48,943: 10,392 5,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -3,568: -546 -354 61 -3,416 -3,244 -3,901 -3,537: 333 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 19.5 2.8 70.6 67.7 80.9 90.0: 19.1 10.0
Old : 100.0: 7.6 19.5 2.8 70.6 67.7 80.9 90.0: 19.1 10.0
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 : 26: 7 7 4 11 5 22 13:
Old : 26: 7 7 4 11 5 22 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 : 61.7 74.6 70.7 86.7 60.4 66.8 66.4 77.3
Old : 61.7 74.6 70.7 86.7 60.4 66.8 66.4 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006