VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 68,704: 9,301 8,102 11,383 41,051 43,974 61,735 63,459: 6,969 5,245
Old : 68,704: 9,301 8,102 11,383 41,051 43,974 61,735 63,459: 6,969 5,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -3,174: 889 -971 -1,677 647 4,449 -141 1,801: -3,033 -4,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.8 16.6 59.8 64.0 89.9 92.4: 10.1 7.6
Old : 100.0: 13.5 11.8 16.6 59.8 64.0 89.9 92.4: 10.1 7.6
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 : 36: 13 10 10 10 9 29 25:
Old : 36: 13 10 10 10 9 29 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 : 63.9 62.1 75.2 76.5 50.8 54.2 56.8 61.2
Old : 63.9 62.1 75.2 76.5 50.8 54.2 56.8 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007