VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 16, 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 : 86,208: 10,963 8,476 12,846 49,486 54,426 73,295 75,748: 12,913 10,460
Old : 86,208: 10,963 8,476 12,846 49,486 54,426 73,295 75,748: 12,913 10,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,224: -2,319 -1,550 -978 5,481 3,867 2,184 1,339: 4,040 4,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.8 14.9 57.4 63.1 85.0 87.9: 15.0 12.1
Old : 100.0: 12.7 9.8 14.9 57.4 63.1 85.0 87.9: 15.0 12.1
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 : 40: 14 10 10 12 8 33 23:
Old : 40: 14 10 10 12 8 33 23:
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 : 59.9 58.3 71.9 77.5 46.2 52.8 51.1 57.4
Old : 59.9 58.3 71.9 77.5 46.2 52.8 51.1 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2007