VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 91,566: 8,372 12,896 10,105 62,756 58,705 81,233 81,706: 10,333 9,860
Old : 91,566: 8,372 12,896 10,105 62,756 58,705 81,233 81,706: 10,333 9,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 9,654: -887 -853 308 8,644 8,770 8,065 8,225: 1,589 1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.1 11.0 68.5 64.1 88.7 89.2: 11.3 10.8
Old : 100.0: 9.1 14.1 11.0 68.5 64.1 88.7 89.2: 11.3 10.8
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 : 37: 9 14 14 11 9 29 29:
Old : 37: 9 14 14 11 9 29 29:
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 : 65.6 61.8 76.5 74.7 54.5 51.9 59.4 57.6
Old : 65.6 61.8 76.5 74.7 54.5 51.9 59.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007