VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 45,055: 3,911 4,189 3,383 30,649 32,722 37,943 40,294: 7,112 4,761
Old : 45,055: 3,911 4,189 3,383 30,649 32,722 37,943 40,294: 7,112 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 8,000: -169 1,196 462 7,511 6,234 7,804 7,892: 196 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.3 7.5 68.0 72.6 84.2 89.4: 15.8 10.6
Old : 100.0: 8.7 9.3 7.5 68.0 72.6 84.2 89.4: 15.8 10.6
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 : 26: 10 7 7 9 5 23 15:
Old : 26: 10 7 7 9 5 23 15:
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 : 57.7 73.1 69.7 85.0 57.1 65.1 62.9 70.3
Old : 57.7 73.1 69.7 85.0 57.1 65.1 62.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007