VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 24, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 37,795: 1,940 7,226 1,064 27,520 25,624 30,524 33,914: 7,271 3,881 Old : 37,795: 1,940 7,226 1,064 27,520 25,624 30,524 33,914: 7,271 3,881 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 17, 2007 : : -8,518: -1,060 -760 -1,107 -2,392 -2,147 -4,559 -4,014: -3,959 -4,504 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 19.1 2.8 72.8 67.8 80.8 89.7: 19.2 10.3 Old : 100.0: 5.1 19.1 2.8 72.8 67.8 80.8 89.7: 19.2 10.3 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: 8 7 5 11 6 23 15: Old : 27: 8 7 5 11 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 : 63.2 70.5 71.8 83.8 51.4 54.1 55.1 64.3 Old : 63.2 70.5 71.8 83.8 51.4 54.1 55.1 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007