VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 26, 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 : 49,542: 8,096 10,498 3,664 25,981 26,917 37,741 41,079: 11,801 8,463
Old : 49,542: 8,096 10,498 3,664 25,981 26,917 37,741 41,079: 11,801 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 8: -789 -2,904 267 -2,324 412 -2,846 -2,225: 2,854 2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 21.2 7.4 52.4 54.3 76.2 82.9: 23.8 17.1
Old : 100.0: 16.3 21.2 7.4 52.4 54.3 76.2 82.9: 23.8 17.1
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 : 36: 18 9 9 8 6 32 18:
Old : 36: 18 9 9 8 6 32 18:
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 : 50.1 46.7 59.9 68.0 41.9 40.2 48.3 56.6
Old : 50.1 46.7 59.9 68.0 41.9 40.2 48.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007