VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 73,898: 10,594 9,994 11,684 43,201 47,505 65,479 69,183: 8,419 4,715
Old : 73,898: 10,594 9,994 11,684 43,201 47,505 65,479 69,183: 8,419 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 301: 313 -778 1,013 860 1,851 2,186 2,086: -1,885 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.5 15.8 58.5 64.3 88.6 93.6: 11.4 6.4
Old : 100.0: 14.3 13.5 15.8 58.5 64.3 88.6 93.6: 11.4 6.4
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: 14 12 13 10 7 32 26:
Old : 39: 14 12 13 10 7 32 26:
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 : 59.3 61.1 73.1 81.1 47.7 53.1 51.7 60.5
Old : 59.3 61.1 73.1 81.1 47.7 53.1 51.7 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2007