VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 17, 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 : 61,073: 11,269 14,835 5,873 32,917 30,901 50,059 51,609: 11,014 9,464
Old : 61,073: 11,269 14,835 5,873 32,917 30,901 50,059 51,609: 11,014 9,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 5,454: 2,087 2,052 946 2,254 1,288 5,287 4,286: 167 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 24.3 9.6 53.9 50.6 82.0 84.5: 18.0 15.5
Old : 100.0: 18.5 24.3 9.6 53.9 50.6 82.0 84.5: 18.0 15.5
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 : 40: 20 10 10 8 7 34 21:
Old : 40: 20 10 10 8 7 34 21:
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 : 54.4 43.3 65.4 62.3 44.6 40.2 50.7 54.7
Old : 54.4 43.3 65.4 62.3 44.6 40.2 50.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2007