VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 62,050: 5,970 18,018 5,068 41,792 31,379 52,830 54,465: 9,220 7,585
Old : 62,050: 5,970 18,018 5,068 41,792 31,379 52,830 54,465: 9,220 7,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 2,361: -178 -2,211 -286 -567 1,623 -1,031 -874: 3,392 3,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 29.0 8.2 67.4 50.6 85.1 87.8: 14.9 12.2
Old : 100.0: 9.6 29.0 8.2 67.4 50.6 85.1 87.8: 14.9 12.2
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: 6 8 6 9 5 21 15:
Old : 26: 6 8 6 9 5 21 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 : 73.0 70.6 79.1 84.7 52.2 54.0 55.4 60.0
Old : 73.0 70.6 79.1 84.7 52.2 54.0 55.4 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2007