VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 11, 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 : 69,634: 8,437 9,599 12,205 41,545 40,334 62,187 62,138: 7,447 7,496
Old : 69,634: 8,437 9,599 12,205 41,545 40,334 62,187 62,138: 7,447 7,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,120: 1,262 -88 1,340 1,809 2,925 4,411 4,177: 709 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.8 17.5 59.7 57.9 89.3 89.2: 10.7 10.8
Old : 100.0: 12.1 13.8 17.5 59.7 57.9 89.3 89.2: 10.7 10.8
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: 13 10 10 12 10 29 28:
Old : 38: 13 10 10 12 10 29 28:
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 : 62.7 56.1 71.9 71.7 46.5 44.1 52.3 52.1
Old : 62.7 56.1 71.9 71.7 46.5 44.1 52.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007