VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 71,878: 8,412 9,073 13,060 40,404 39,525 61,876 61,658: 10,002 10,220
Old : 71,878: 8,412 9,073 13,060 40,404 39,525 61,876 61,658: 10,002 10,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 2,244: -25 -526 855 -1,141 -809 -311 -480: 2,555 2,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.6 18.2 56.2 55.0 86.1 85.8: 13.9 14.2
Old : 100.0: 11.7 12.6 18.2 56.2 55.0 86.1 85.8: 13.9 14.2
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 : 39: 11 13 11 11 10 30 29:
Old : 39: 11 13 11 11 10 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 : 59.8 53.6 69.4 68.0 44.4 42.5 50.7 48.9
Old : 59.8 53.6 69.4 68.0 44.4 42.5 50.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2007