VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 55,619: 9,182 12,783 4,927 30,663 29,613 44,772 47,323: 10,847 8,296
Old : 55,619: 9,182 12,783 4,927 30,663 29,613 44,772 47,323: 10,847 8,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 5,695: 501 648 1,237 1,895 1,848 3,633 3,733: 2,062 1,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.0 8.9 55.1 53.2 80.5 85.1: 19.5 14.9
Old : 100.0: 16.5 23.0 8.9 55.1 53.2 80.5 85.1: 19.5 14.9
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: 18 9 11 7 7 31 21:
Old : 37: 18 9 11 7 7 31 21:
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 : 52.3 46.1 63.0 66.1 40.0 40.7 46.7 54.7
Old : 52.3 46.1 63.0 66.1 40.0 40.7 46.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2007