VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 45,390: 5,578 9,960 1,687 28,468 30,945 35,733 42,592: 9,657 2,798
Old : 45,390: 5,578 9,960 1,687 28,468 30,945 35,733 42,592: 9,657 2,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,725: -9 -53 -71 -3,453 -739 -3,533 -863: 1,808 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.9 3.7 62.7 68.2 78.7 93.8: 21.3 6.2
Old : 100.0: 12.3 21.9 3.7 62.7 68.2 78.7 93.8: 21.3 6.2
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 : 30: 9 9 4 12 5 24 15:
Old : 30: 9 9 4 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 : 50.9 73.3 62.5 87.7 49.1 65.3 59.3 77.6
Old : 50.9 73.3 62.5 87.7 49.1 65.3 59.3 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006