VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 24, 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 : 63,478: 12,508 14,123 5,973 35,586 35,559 54,067 55,655: 9,411 7,823
Old : 63,478: 12,508 14,123 5,973 35,586 35,559 54,067 55,655: 9,411 7,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,405: 1,239 -712 100 2,669 4,658 4,008 4,046: -1,603 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.2 9.4 56.1 56.0 85.2 87.7: 14.8 12.3
Old : 100.0: 19.7 22.2 9.4 56.1 56.0 85.2 87.7: 14.8 12.3
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 : 41: 17 12 10 9 9 33 24:
Old : 41: 17 12 10 9 9 33 24:
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 : 56.1 48.9 69.3 67.2 45.8 41.9 52.3 54.7
Old : 56.1 48.9 69.3 67.2 45.8 41.9 52.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007