VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 50,271: 4,760 10,986 1,538 36,941 34,943 43,239 47,467: 7,032 2,804
Old : 50,271: 4,760 10,986 1,538 36,941 34,943 43,239 47,467: 7,032 2,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -4,138: 638 372 37 -1,453 -1,885 -778 -1,476: -3,360 -2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 21.9 3.1 73.5 69.5 86.0 94.4: 14.0 5.6
Old : 100.0: 9.5 21.9 3.1 73.5 69.5 86.0 94.4: 14.0 5.6
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: 9 8 3 10 4 20 14:
Old : 27: 9 8 3 10 4 20 14:
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 : 65.4 76.7 75.1 89.9 64.4 70.4 71.9 82.0
Old : 65.4 76.7 75.1 89.9 64.4 70.4 71.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006