VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 79,984: 13,282 10,026 13,824 44,005 50,559 71,111 74,409: 8,873 5,575
Old : 79,984: 13,282 10,026 13,824 44,005 50,559 71,111 74,409: 8,873 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,715: 1,093 -840 1,759 939 2,652 3,791 3,571: -76 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.5 17.3 55.0 63.2 88.9 93.0: 11.1 7.0
Old : 100.0: 16.6 12.5 17.3 55.0 63.2 88.9 93.0: 11.1 7.0
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 : 45: 17 12 11 12 9 36 27:
Old : 45: 17 12 11 12 9 36 27:
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 : 56.8 61.6 69.9 78.1 46.6 55.0 53.7 61.4
Old : 56.8 61.6 69.9 78.1 46.6 55.0 53.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2007