VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 51,613: 6,308 11,265 2,124 29,921 29,079 38,353 42,468: 13,260 9,145
Old : 51,613: 6,308 11,265 2,124 29,921 29,079 38,353 42,468: 13,260 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -4,092: -3 1,846 -254 -1,367 -2,830 -1,624 -1,238: -2,468 -2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.8 4.1 58.0 56.3 74.3 82.3: 25.7 17.7
Old : 100.0: 12.2 21.8 4.1 58.0 56.3 74.3 82.3: 25.7 17.7
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 : 37: 15 11 6 9 7 29 19:
Old : 37: 15 11 6 9 7 29 19:
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 : 53.9 50.1 64.4 68.4 37.4 31.7 42.4 47.9
Old : 53.9 50.1 64.4 68.4 37.4 31.7 42.4 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007