VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 14, 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 : 49,627: 7,482 11,112 687 30,509 31,964 38,678 43,763: 10,949 5,864
Old : 49,627: 7,482 11,112 687 30,509 31,964 38,678 43,763: 10,949 5,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,237: 1,904 1,152 -1,000 2,041 1,019 2,945 1,171: 1,292 3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 22.4 1.4 61.5 64.4 77.9 88.2: 22.1 11.8
Old : 100.0: 15.1 22.4 1.4 61.5 64.4 77.9 88.2: 22.1 11.8
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 : 31: 10 9 3 12 5 24 15:
Old : 31: 10 9 3 12 5 24 15:
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 : 48.4 71.8 59.9 83.3 45.6 63.1 56.1 72.2
Old : 48.4 71.8 59.9 83.3 45.6 63.1 56.1 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006