VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 55,705: 6,311 9,419 2,378 31,288 31,909 39,977 43,706: 15,728 11,999
Old : 55,705: 6,311 9,419 2,378 31,288 31,909 39,977 43,706: 15,728 11,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 7,252: 1,447 616 360 1,469 2,354 3,276 3,330: 3,976 3,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.9 4.3 56.2 57.3 71.8 78.5: 28.2 21.5
Old : 100.0: 11.3 16.9 4.3 56.2 57.3 71.8 78.5: 28.2 21.5
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 : 39: 16 11 10 10 8 31 24:
Old : 39: 16 11 10 10 8 31 24:
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 : 49.7 52.2 59.7 67.5 37.2 36.7 42.1 48.2
Old : 49.7 52.2 59.7 67.5 37.2 36.7 42.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007