VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 21, 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 : 84,509: 9,146 16,916 16,966 50,236 41,209 76,348 75,091: 8,161 9,418
Old : 84,509: 9,146 16,916 16,966 50,236 41,209 76,348 75,091: 8,161 9,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -60: 1,203 -1,270 835 -2,203 1,452 -165 1,017: 105 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 20.0 20.1 59.4 48.8 90.3 88.9: 9.7 11.1
Old : 100.0: 10.8 20.0 20.1 59.4 48.8 90.3 88.9: 9.7 11.1
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 : 48: 16 18 15 10 10 35 35:
Old : 48: 16 18 15 10 10 35 35:
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 : 58.1 47.6 71.1 66.3 44.9 40.5 52.4 49.1
Old : 58.1 47.6 71.1 66.3 44.9 40.5 52.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2007