VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 53,755 COMMITMENTS 3,372 9,875 1,169 43,536 40,880 48,077 51,924 5,678 1,831 CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 4,101) -313 175 -709 5,431 4,869 4,409 4,335 -308 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 18.4 2.2 81.0 76.0 89.4 96.6 10.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 2 10 5 18 11
Updated September 29, 2006