VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 81,959: 8,281 15,842 12,113 49,874 40,610 70,268 68,565: 11,691 13,394
Old : 81,959: 8,281 15,842 12,113 49,874 40,610 70,268 68,565: 11,691 13,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 11,608: -3,619 359 7,512 10,722 4,684 14,615 12,555: -3,007 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.3 14.8 60.9 49.5 85.7 83.7: 14.3 16.3
Old : 100.0: 10.1 19.3 14.8 60.9 49.5 85.7 83.7: 14.3 16.3
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 : 40: 14 13 10 10 12 30 29:
Old : 40: 14 13 10 10 12 30 29:
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 : 65.5 47.2 75.3 67.0 49.9 43.8 54.5 51.9
Old : 65.5 47.2 75.3 67.0 49.9 43.8 54.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2007