VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/16/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 86,208 COMMITMENTS 10,963 8,476 12,846 49,486 54,426 73,295 75,748 12,913 10,460 CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,224) -2,319 -1,550 -978 5,481 3,867 2,184 1,339 4,040 4,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 9.8 14.9 57.4 63.1 85.0 87.9 15.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 10 10 12 8 33 23
Updated October 19, 2007