VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 42,319: 3,173 6,748 1,853 30,211 29,608 35,237 38,209: 7,082 4,110
Old : 42,319: 3,173 6,748 1,853 30,211 29,608 35,237 38,209: 7,082 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 945: -607 -119 216 319 517 -72 614: 1,017 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 15.9 4.4 71.4 70.0 83.3 90.3: 16.7 9.7
Old : 100.0: 7.5 15.9 4.4 71.4 70.0 83.3 90.3: 16.7 9.7
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 : 26: 10 6 6 10 6 23 15:
Old : 26: 10 6 6 10 6 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 : 61.0 72.8 71.5 85.4 60.9 67.3 66.6 75.1
Old : 61.0 72.8 71.5 85.4 60.9 67.3 66.6 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007