VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 4, 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 : 64,514: 7,175 9,687 10,865 39,736 37,409 57,776 57,961: 6,738 6,553
Old : 64,514: 7,175 9,687 10,865 39,736 37,409 57,776 57,961: 6,738 6,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 1,581: 1,424 -311 -1,484 339 1,330 279 -465: 1,302 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.0 16.8 61.6 58.0 89.6 89.8: 10.4 10.2
Old : 100.0: 11.1 15.0 16.8 61.6 58.0 89.6 89.8: 10.4 10.2
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 : 35: 10 12 8 11 9 25 26:
Old : 35: 10 12 8 11 9 25 26:
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 : 67.5 56.5 77.1 74.6 50.0 45.6 54.4 53.7
Old : 67.5 56.5 77.1 74.6 50.0 45.6 54.4 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007