VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 26, 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 : 53,755: 3,372 9,875 1,169 43,536 40,880 48,077 51,924: 5,678 1,831
Old : 53,755: 3,372 9,875 1,169 43,536 40,880 48,077 51,924: 5,678 1,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 4,101: -313 175 -709 5,431 4,869 4,409 4,335: -308 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 18.4 2.2 81.0 76.0 89.4 96.6: 10.6 3.4
Old : 100.0: 6.3 18.4 2.2 81.0 76.0 89.4 96.6: 10.6 3.4
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 : 22: 6 5 2 10 5 18 11:
Old : 22: 6 5 2 10 5 18 11:
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 : 75.4 86.4 82.7 94.7 72.7 79.6 78.0 87.1
Old : 75.4 86.4 82.7 94.7 72.7 79.6 78.0 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006