VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/04/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 64,514 COMMITMENTS 7,175 9,687 10,865 39,736 37,409 57,776 57,961 6,738 6,553 CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,581) 1,424 -311 -1,484 339 1,330 279 -465 1,302 2,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 15.0 16.8 61.6 58.0 89.6 89.8 10.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 12 8 11 9 25 26
Updated September 7, 2007