VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 5, 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 : 42,818: 8,721 12,788 2,678 25,789 24,995 37,188 40,461: 5,630 2,357
Old : 42,818: 8,721 12,788 2,678 25,789 24,995 37,188 40,461: 5,630 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 241: 1,699 1,332 661 -524 -589 1,836 1,404: -1,595 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.9 6.3 60.2 58.4 86.9 94.5: 13.1 5.5
Old : 100.0: 20.4 29.9 6.3 60.2 58.4 86.9 94.5: 13.1 5.5
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 : 41: 18 10 8 10 7 34 20:
Old : 41: 18 10 8 10 7 34 20:
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 : 52.1 51.1 65.9 75.7 47.3 44.0 56.1 65.0
Old : 52.1 51.1 65.9 75.7 47.3 44.0 56.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007