VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 70,351: 11,900 15,483 4,601 39,152 35,926 55,653 56,010: 14,698 14,341
Old : 70,351: 11,900 15,483 4,601 39,152 35,926 55,653 56,010: 14,698 14,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 6,873: -608 1,360 -1,372 3,566 367 1,586 355: 5,287 6,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.0 6.5 55.7 51.1 79.1 79.6: 20.9 20.4
Old : 100.0: 16.9 22.0 6.5 55.7 51.1 79.1 79.6: 20.9 20.4
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 : 40: 15 11 9 9 10 30 25:
Old : 40: 15 11 9 9 10 30 25:
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 : 54.2 43.9 65.8 62.2 45.1 41.6 53.3 52.6
Old : 54.2 43.9 65.8 62.2 45.1 41.6 53.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2007