VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 18, 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 : 65,878: 5,955 20,293 5,696 45,181 32,374 56,832 58,363: 9,046 7,515
Old : 65,878: 5,955 20,293 5,696 45,181 32,374 56,832 58,363: 9,046 7,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 3,828: -15 2,275 628 3,389 995 4,002 3,898: -174 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 30.8 8.6 68.6 49.1 86.3 88.6: 13.7 11.4
Old : 100.0: 9.0 30.8 8.6 68.6 49.1 86.3 88.6: 13.7 11.4
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 : 30: 6 12 11 10 6 27 20:
Old : 30: 6 12 11 10 6 27 20:
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 : 72.3 69.2 79.4 83.0 50.6 49.2 53.3 55.4
Old : 72.3 69.2 79.4 83.0 50.6 49.2 53.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007