VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 58,570: 6,160 10,754 4,837 42,324 38,430 53,321 54,021: 5,249 4,549
Old : 58,570: 6,160 10,754 4,837 42,324 38,430 53,321 54,021: 5,249 4,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -32,996: -2,212 -2,142 -5,268 -20,432 -20,275 -27,912 -27,685: -5,084 -5,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.4 8.3 72.3 65.6 91.0 92.2: 9.0 7.8
Old : 100.0: 10.5 18.4 8.3 72.3 65.6 91.0 92.2: 9.0 7.8
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 : 36: 6 19 13 8 7 25 29:
Old : 36: 6 19 13 8 7 25 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 : 78.2 66.2 85.5 79.7 61.9 53.1 64.7 60.4
Old : 78.2 66.2 85.5 79.7 61.9 53.1 64.7 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007