VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 47,115: 5,587 10,013 1,758 31,921 31,684 39,266 43,455: 7,849 3,660
Old : 47,115: 5,587 10,013 1,758 31,921 31,684 39,266 43,455: 7,849 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -3,156: 827 -973 220 -5,020 -3,259 -3,973 -4,012: 817 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.3 3.7 67.8 67.2 83.3 92.2: 16.7 7.8
Old : 100.0: 11.9 21.3 3.7 67.8 67.2 83.3 92.2: 16.7 7.8
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 : 28: 10 8 4 10 4 22 14:
Old : 28: 10 8 4 10 4 22 14:
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 : 58.7 73.3 69.7 87.2 57.1 65.2 65.8 77.3
Old : 58.7 73.3 69.7 87.2 57.1 65.2 65.8 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006