VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 45,390 COMMITMENTS 5,578 9,960 1,687 28,468 30,945 35,733 42,592 9,657 2,798 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,725) -9 -53 -71 -3,453 -739 -3,533 -863 1,808 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 21.9 3.7 62.7 68.2 78.7 93.8 21.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 9 4 12 5 24 15
Updated November 13, 2006