VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 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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: : ($100 X VBI) :
: : :
All : 36,116: 3,704 6,762 705 23,107 22,975 27,516 30,442: 8,600 5,674
Old : 36,116: 3,704 6,762 705 23,107 22,975 27,516 30,442: 8,600 5,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,630: 63 -566 390 677 1,625 1,130 1,449: 2,500 2,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 18.7 2.0 64.0 63.6 76.2 84.3: 23.8 15.7
Old : 100.0: 10.3 18.7 2.0 64.0 63.6 76.2 84.3: 23.8 15.7
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 : 23: 8 5 3 10 5 21 10:
Old : 23: 8 5 3 10 5 21 10:
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 : 54.3 69.8 65.8 81.8 53.2 63.3 58.9 69.5
Old : 54.3 69.8 65.8 81.8 53.2 63.3 58.9 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007