VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 77,811: 10,328 13,378 11,384 46,957 46,838 68,669 71,600: 9,142 6,211
Old : 77,811: 10,328 13,378 11,384 46,957 46,838 68,669 71,600: 9,142 6,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 3,913: -266 3,384 -300 3,756 -667 3,190 2,417: 723 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.2 14.6 60.3 60.2 88.3 92.0: 11.7 8.0
Old : 100.0: 13.3 17.2 14.6 60.3 60.2 88.3 92.0: 11.7 8.0
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 11 14 11 7 33 27:
Old : 40: 14 11 14 11 7 33 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 : 60.4 62.7 73.1 80.0 52.9 56.9 57.5 65.4
Old : 60.4 62.7 73.1 80.0 52.9 56.9 57.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2007