VIX FUTURES - CBOE FUTURES EXCHANGE                                                                     Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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  :    34,767:     3,786     11,149          0     25,049     20,694     28,835     31,843:     5,932      2,924
Old  :    34,767:     3,786     11,149          0     25,049     20,694     28,835     31,843:     5,932      2,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -14,860:    -3,696         37       -687     -5,460    -11,270     -9,843    -11,920:    -5,017     -2,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       32.1        0.0       72.0       59.5       82.9       91.6:      17.1        8.4
Old  :     100.0:      10.9       32.1        0.0       72.0       59.5       82.9       91.6:      17.1        8.4
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  :        27:         8          7          0         12          5         20         12:
Old  :        27:         8          7          0         12          5         20         12:
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  :                 59.6       73.7       71.4       87.1       59.6       68.0       68.6       80.2
Old  :                 59.6       73.7       71.4       87.1       59.6       68.0       68.6       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 27, 2006