VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 6, 2007
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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 : 38,748: 3,158 3,068 2,677 22,038 24,404 27,873 30,149: 10,875 8,599
Old : 38,748: 3,158 3,068 2,677 22,038 24,404 27,873 30,149: 10,875 8,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 2,632: -546 -3,694 1,972 -1,069 1,429 357 -293: 2,275 2,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.9 6.9 56.9 63.0 71.9 77.8: 28.1 22.2
Old : 100.0: 8.2 7.9 6.9 56.9 63.0 71.9 77.8: 28.1 22.2
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 : 22: 8 5 6 9 6 20 14:
Old : 22: 8 5 6 9 6 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 : 49.8 63.3 60.7 74.4 48.4 57.4 52.7 60.6
Old : 49.8 63.3 60.7 74.4 48.4 57.4 52.7 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007