VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 37,441: 3,786 11,123 99 25,591 22,280 29,476 33,502: 7,965 3,939 Old : 37,441: 3,786 11,123 99 25,591 22,280 29,476 33,502: 7,965 3,939 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 2,674: 0 -26 99 542 1,586 641 1,659: 2,033 1,015 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 29.7 0.3 68.4 59.5 78.7 89.5: 21.3 10.5 Old : 100.0: 10.1 29.7 0.3 68.4 59.5 78.7 89.5: 21.3 10.5 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 1 12 5 21 12: Old : 27: 8 7 1 12 5 21 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 : 55.6 70.8 67.6 84.8 55.6 65.8 64.0 77.5 Old : 55.6 70.8 67.6 84.8 55.6 65.8 64.0 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006