VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 84,569: 7,943 18,186 16,131 52,439 39,757 76,513 74,074: 8,056 10,495
Old : 84,569: 7,943 18,186 16,131 52,439 39,757 76,513 74,074: 8,056 10,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,610: -338 2,344 4,018 2,565 -853 6,245 5,509: -3,635 -2,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 21.5 19.1 62.0 47.0 90.5 87.6: 9.5 12.4
Old : 100.0: 9.4 21.5 19.1 62.0 47.0 90.5 87.6: 9.5 12.4
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 : 44: 13 16 13 11 11 34 31:
Old : 44: 13 16 13 11 11 34 31:
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 : 65.3 49.3 74.6 66.7 51.8 42.3 56.3 51.2
Old : 65.3 49.3 74.6 66.7 51.8 42.3 56.3 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2007