VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 28, 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 : 62,933: 5,751 9,998 12,349 39,397 36,079 57,497 58,426: 5,436 4,507
Old : 62,933: 5,751 9,998 12,349 39,397 36,079 57,497 58,426: 5,436 4,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -21,576: -3,395 -6,918 -4,617 -10,839 -5,130 -18,851 -16,665: -2,725 -4,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.9 19.6 62.6 57.3 91.4 92.8: 8.6 7.2
Old : 100.0: 9.1 15.9 19.6 62.6 57.3 91.4 92.8: 8.6 7.2
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 : 37: 11 13 10 11 9 28 27:
Old : 37: 11 13 10 11 9 28 27:
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 : 69.4 54.6 78.7 73.0 50.5 43.6 53.8 52.8
Old : 69.4 54.6 78.7 73.0 50.5 43.6 53.8 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2007