VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 40,895: 4,086 11,035 704 26,882 25,443 31,672 37,182: 9,223 3,713
Old : 40,895: 4,086 11,035 704 26,882 25,443 31,672 37,182: 9,223 3,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,649: 202 -713 544 -200 1,256 546 1,087: 1,103 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 27.0 1.7 65.7 62.2 77.4 90.9: 22.6 9.1
Old : 100.0: 10.0 27.0 1.7 65.7 62.2 77.4 90.9: 22.6 9.1
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 : 29: 10 7 3 12 5 25 12:
Old : 29: 10 7 3 12 5 25 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 : 51.0 73.2 63.4 86.7 49.6 64.7 56.8 74.6
Old : 51.0 73.2 63.4 86.7 49.6 64.7 56.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006