VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, April 10, 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 : 45,726: 1,995 6,535 2,074 33,579 31,800 37,648 40,409: 8,078 5,317
Old : 45,726: 1,995 6,535 2,074 33,579 31,800 37,648 40,409: 8,078 5,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 3,407: -1,178 -213 221 3,368 2,192 2,411 2,200: 996 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 14.3 4.5 73.4 69.5 82.3 88.4: 17.7 11.6
Old : 100.0: 4.4 14.3 4.5 73.4 69.5 82.3 88.4: 17.7 11.6
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 : 26: 7 8 7 11 6 24 15:
Old : 26: 7 8 7 11 6 24 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 : 61.1 69.8 71.2 82.3 55.3 57.5 59.7 66.5
Old : 61.1 69.8 71.2 82.3 55.3 57.5 59.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2007