VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X VBI) OPEN INTEREST: 55,929 COMMITMENTS 4,360 10,577 790 42,757 40,195 47,907 51,562 8,022 4,367 CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 2,174) 988 702 -379 -779 -685 -170 -362 2,344 2,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 18.9 1.4 76.4 71.9 85.7 92.2 14.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 5 2 9 5 19 11
Updated October 6, 2006