VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 3, 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 : 49,924: 8,681 12,135 3,690 28,768 27,765 41,139 43,590: 8,785 6,334
Old : 49,924: 8,681 12,135 3,690 28,768 27,765 41,139 43,590: 8,785 6,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 382: 585 1,637 26 2,787 848 3,398 2,511: -3,016 -2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.3 7.4 57.6 55.6 82.4 87.3: 17.6 12.7
Old : 100.0: 17.4 24.3 7.4 57.6 55.6 82.4 87.3: 17.6 12.7
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 : 38: 19 9 10 8 6 33 19:
Old : 38: 19 9 10 8 6 33 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 : 54.7 48.4 65.4 69.6 43.9 41.3 50.8 55.7
Old : 54.7 48.4 65.4 69.6 43.9 41.3 50.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2007