VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 46,313: 3,000 7,986 2,171 29,912 27,771 35,083 37,928: 11,230 8,385
Old : 46,313: 3,000 7,986 2,171 29,912 27,771 35,083 37,928: 11,230 8,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 587: 1,005 1,451 97 -3,667 -4,029 -2,565 -2,481: 3,152 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 17.2 4.7 64.6 60.0 75.8 81.9: 24.2 18.1
Old : 100.0: 6.5 17.2 4.7 64.6 60.0 75.8 81.9: 24.2 18.1
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: 10 9 8 11 6 27 17:
Old : 30: 10 9 8 11 6 27 17:
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 : 53.6 62.4 63.1 74.7 41.9 46.7 45.6 52.8
Old : 53.6 62.4 63.1 74.7 41.9 46.7 45.6 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2007