VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 8, 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 : 48,453: 4,864 8,803 2,018 29,819 29,555 36,701 40,376: 11,752 8,077
Old : 48,453: 4,864 8,803 2,018 29,819 29,555 36,701 40,376: 11,752 8,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 7,451: 1,666 464 819 1,301 2,333 3,786 3,616: 3,665 3,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.2 4.2 61.5 61.0 75.7 83.3: 24.3 16.7
Old : 100.0: 10.0 18.2 4.2 61.5 61.0 75.7 83.3: 24.3 16.7
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 : 35: 12 11 7 10 7 29 19:
Old : 35: 12 11 7 10 7 29 19:
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 : 54.6 57.1 63.8 72.6 41.6 39.9 46.7 52.5
Old : 54.6 57.1 63.8 72.6 41.6 39.9 46.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2007