VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/31/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 47,115 COMMITMENTS 5,587 10,013 1,758 31,921 31,684 39,266 43,455 7,849 3,660 CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -3,156) 827 -973 220 -5,020 -3,259 -3,973 -4,012 817 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 21.3 3.7 67.8 67.2 83.3 92.2 16.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 8 4 10 4 22 14
Updated November 3, 2006