VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 37,055: 4,080 2,993 2,921 23,138 26,488 30,139 32,402: 6,916 4,653
Old : 37,055: 4,080 2,993 2,921 23,138 26,488 30,139 32,402: 6,916 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,693: 922 -75 244 1,100 2,084 2,266 2,253: -3,959 -3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.1 7.9 62.4 71.5 81.3 87.4: 18.7 12.6
Old : 100.0: 11.0 8.1 7.9 62.4 71.5 81.3 87.4: 18.7 12.6
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 : 24: 10 5 7 9 5 21 15:
Old : 24: 10 5 7 9 5 21 15:
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 : 53.9 70.2 68.0 82.6 52.0 62.7 56.5 66.3
Old : 53.9 70.2 68.0 82.6 52.0 62.7 56.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007