VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 19, 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 : 36,684: 3,488 11,188 708 23,401 19,718 27,597 31,614: 9,087 5,070
Old : 36,684: 3,488 11,188 708 23,401 19,718 27,597 31,614: 9,087 5,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -4,211: -598 153 4 -3,481 -5,725 -4,075 -5,568: -136 1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 30.5 1.9 63.8 53.8 75.2 86.2: 24.8 13.8
Old : 100.0: 9.5 30.5 1.9 63.8 53.8 75.2 86.2: 24.8 13.8
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 : 24: 7 6 2 11 5 20 11:
Old : 24: 7 6 2 11 5 20 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 : 50.8 73.5 64.6 83.7 49.2 64.4 55.7 70.8
Old : 50.8 73.5 64.6 83.7 49.2 64.4 55.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006