VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 5, 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 : 45,702: 3,176 9,525 964 36,227 34,420 40,367 44,909: 5,335 793
Old : 45,702: 3,176 9,525 964 36,227 34,420 40,367 44,909: 5,335 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 2,326: 1,316 601 564 172 1,344 2,052 2,509: 274 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 20.8 2.1 79.3 75.3 88.3 98.3: 11.7 1.7
Old : 100.0: 6.9 20.8 2.1 79.3 75.3 88.3 98.3: 11.7 1.7
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 : 21: 6 4 2 9 4 16 10:
Old : 21: 6 4 2 9 4 16 10:
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 : 73.5 89.2 81.8 96.5 72.3 83.6 78.2 90.2
Old : 73.5 89.2 81.8 96.5 72.3 83.6 78.2 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006