VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 76,269: 12,189 10,866 12,065 43,066 47,907 67,320 70,838: 8,949 5,431
Old : 76,269: 12,189 10,866 12,065 43,066 47,907 67,320 70,838: 8,949 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 7,565: 2,888 2,764 682 2,015 3,933 5,585 7,379: 1,980 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.2 15.8 56.5 62.8 88.3 92.9: 11.7 7.1
Old : 100.0: 16.0 14.2 15.8 56.5 62.8 88.3 92.9: 11.7 7.1
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 : 42: 15 12 11 11 10 33 28:
Old : 42: 15 12 11 11 10 33 28:
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 : 59.6 60.7 71.1 76.6 47.9 54.3 54.6 62.0
Old : 59.6 60.7 71.1 76.6 47.9 54.3 54.6 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2007