VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 4, 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 : 59,689: 6,148 20,229 5,354 42,359 29,756 53,861 55,339: 5,828 4,350
Old : 59,689: 6,148 20,229 5,354 42,359 29,756 53,861 55,339: 5,828 4,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,119: -12 9,475 517 35 -8,674 540 1,318: 579 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 33.9 9.0 71.0 49.9 90.2 92.7: 9.8 7.3
Old : 100.0: 10.3 33.9 9.0 71.0 49.9 90.2 92.7: 9.8 7.3
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 18 13 9 6 26 28:
Old : 36: 6 18 13 9 6 26 28:
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 : 76.2 65.6 82.9 81.2 59.7 54.2 62.5 61.0
Old : 76.2 65.6 82.9 81.2 59.7 54.2 62.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2007