VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 41,002: 3,198 8,339 1,199 28,518 27,222 32,915 36,760: 8,087 4,242
Old : 41,002: 3,198 8,339 1,199 28,518 27,222 32,915 36,760: 8,087 4,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 3,207: 1,258 1,113 135 998 1,598 2,391 2,846: 816 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 20.3 2.9 69.6 66.4 80.3 89.7: 19.7 10.3
Old : 100.0: 7.8 20.3 2.9 69.6 66.4 80.3 89.7: 19.7 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 : 33: 10 11 7 11 7 27 20:
Old : 33: 10 11 7 11 7 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 : 59.5 66.3 69.4 80.1 47.9 50.8 53.2 60.9
Old : 59.5 66.3 69.4 80.1 47.9 50.8 53.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007