VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 37,795: 1,940 7,226 1,064 27,520 25,624 30,524 33,914: 7,271 3,881
Old : 37,795: 1,940 7,226 1,064 27,520 25,624 30,524 33,914: 7,271 3,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -8,518: -1,060 -760 -1,107 -2,392 -2,147 -4,559 -4,014: -3,959 -4,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.1 2.8 72.8 67.8 80.8 89.7: 19.2 10.3
Old : 100.0: 5.1 19.1 2.8 72.8 67.8 80.8 89.7: 19.2 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 : 27: 8 7 5 11 6 23 15:
Old : 27: 8 7 5 11 6 23 15:
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 : 63.2 70.5 71.8 83.8 51.4 54.1 55.1 64.3
Old : 63.2 70.5 71.8 83.8 51.4 54.1 55.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007