VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X VBI) : : : : All : 46,956: 3,126 9,153 1,090 37,763 35,305 41,979 45,548: 4,977 1,408 Old : 46,956: 3,126 9,153 1,090 37,763 35,305 41,979 45,548: 4,977 1,408 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 5, 2006 : : 1,254: -50 -372 126 1,536 885 1,612 639: -358 615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 19.5 2.3 80.4 75.2 89.4 97.0: 10.6 3.0 Old : 100.0: 6.7 19.5 2.3 80.4 75.2 89.4 97.0: 10.6 3.0 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 3 9 4 17 10: Old : 21: 6 4 3 9 4 17 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 : 74.5 88.3 82.8 95.3 73.0 82.1 78.9 88.3 Old : 74.5 88.3 82.8 95.3 73.0 82.1 78.9 88.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006