VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 19, 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 : 49,534: 8,885 13,402 3,397 28,305 26,505 40,587 43,304: 8,947 6,230
Old : 49,534: 8,885 13,402 3,397 28,305 26,505 40,587 43,304: 8,947 6,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 1,532: -399 -2 1,001 1,285 93 1,887 1,092: -355 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 27.1 6.9 57.1 53.5 81.9 87.4: 18.1 12.6
Old : 100.0: 17.9 27.1 6.9 57.1 53.5 81.9 87.4: 18.1 12.6
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 : 38: 17 10 10 8 7 31 21:
Old : 38: 17 10 10 8 7 31 21:
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 : 50.3 45.7 63.3 71.0 45.4 40.7 51.8 59.8
Old : 50.3 45.7 63.3 71.0 45.4 40.7 51.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007