VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 73,898 COMMITMENTS 10,594 9,994 11,684 43,201 47,505 65,479 69,183 8,419 4,715 CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 301) 313 -778 1,013 860 1,851 2,186 2,086 -1,885 -1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 13.5 15.8 58.5 64.3 88.6 93.6 11.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 12 13 10 7 32 26
Updated November 2, 2007