VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 5, 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 : 39,246: 3,884 11,748 160 27,082 24,187 31,126 36,095: 8,120 3,151
Old : 39,246: 3,884 11,748 160 27,082 24,187 31,126 36,095: 8,120 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,805: 98 625 61 1,491 1,907 1,650 2,593: 155 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 29.9 0.4 69.0 61.6 79.3 92.0: 20.7 8.0
Old : 100.0: 9.9 29.9 0.4 69.0 61.6 79.3 92.0: 20.7 8.0
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 : 28: 9 7 1 12 5 22 12:
Old : 28: 9 7 1 12 5 22 12:
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 : 53.5 72.8 65.1 87.3 53.2 65.6 61.2 77.0
Old : 53.5 72.8 65.1 87.3 53.2 65.6 61.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006