VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 73,597: 10,281 10,772 10,671 42,341 45,654 63,293 67,097: 10,304 6,500
Old : 73,597: 10,281 10,772 10,671 42,341 45,654 63,293 67,097: 10,304 6,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -12,611: -682 2,296 -2,175 -7,145 -8,772 -10,002 -8,651: -2,609 -3,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.6 14.5 57.5 62.0 86.0 91.2: 14.0 8.8
Old : 100.0: 14.0 14.6 14.5 57.5 62.0 86.0 91.2: 14.0 8.8
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 : 38: 12 12 11 11 7 32 24:
Old : 38: 12 12 11 11 7 32 24:
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 : 60.0 58.6 72.1 78.1 46.4 51.2 51.0 59.5
Old : 60.0 58.6 72.1 78.1 46.4 51.2 51.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2007