VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 27, 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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: : ($1000 X INDEX) :
: : :
All : 41,374: 3,780 6,867 1,637 29,892 29,091 35,309 37,595: 6,065 3,779
Old : 41,374: 3,780 6,867 1,637 29,892 29,091 35,309 37,595: 6,065 3,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -3,681: -131 2,678 -1,746 -757 -3,631 -2,634 -2,699: -1,047 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 16.6 4.0 72.2 70.3 85.3 90.9: 14.7 9.1
Old : 100.0: 9.1 16.6 4.0 72.2 70.3 85.3 90.9: 14.7 9.1
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 : 26: 10 6 6 10 6 23 15:
Old : 26: 10 6 6 10 6 23 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 : 62.0 73.1 73.0 86.1 61.9 67.7 68.0 76.0
Old : 62.0 73.1 73.0 86.1 61.9 67.7 68.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007