VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 13, 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 : 81,912: 9,259 13,749 9,797 54,112 49,935 73,168 73,481: 8,744 8,431
Old : 81,912: 9,259 13,749 9,797 54,112 49,935 73,168 73,481: 8,744 8,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 4,101: -1,069 371 -1,587 7,155 3,097 4,499 1,881: -398 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.8 12.0 66.1 61.0 89.3 89.7: 10.7 10.3
Old : 100.0: 11.3 16.8 12.0 66.1 61.0 89.3 89.7: 10.7 10.3
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 : 34: 10 10 10 11 8 26 24:
Old : 34: 10 10 10 11 8 26 24:
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 : 66.9 63.8 77.8 78.2 58.5 58.2 62.5 65.2
Old : 66.9 63.8 77.8 78.2 58.5 58.2 62.5 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2007