VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 29, 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 : 42,577: 7,022 11,456 2,017 26,313 25,584 35,352 39,057: 7,225 3,520
Old : 42,577: 7,022 11,456 2,017 26,313 25,584 35,352 39,057: 7,225 3,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -9,036: 714 191 -107 -3,608 -3,495 -3,001 -3,411: -6,035 -5,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 26.9 4.7 61.8 60.1 83.0 91.7: 17.0 8.3
Old : 100.0: 16.5 26.9 4.7 61.8 60.1 83.0 91.7: 17.0 8.3
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 : 38: 15 11 6 10 7 30 19:
Old : 38: 15 11 6 10 7 30 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 : 54.1 52.3 66.7 75.9 45.7 41.3 53.6 61.6
Old : 54.1 52.3 66.7 75.9 45.7 41.3 53.6 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007