VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 27, 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 : 58,570: 6,160 10,754 4,837 42,324 38,430 53,321 54,021: 5,249 4,549 Old : 58,570: 6,160 10,754 4,837 42,324 38,430 53,321 54,021: 5,249 4,549 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -32,996: -2,212 -2,142 -5,268 -20,432 -20,275 -27,912 -27,685: -5,084 -5,311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 18.4 8.3 72.3 65.6 91.0 92.2: 9.0 7.8 Old : 100.0: 10.5 18.4 8.3 72.3 65.6 91.0 92.2: 9.0 7.8 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 19 13 8 7 25 29: Old : 36: 6 19 13 8 7 25 29: 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 : 78.2 66.2 85.5 79.7 61.9 53.1 64.7 60.4 Old : 78.2 66.2 85.5 79.7 61.9 53.1 64.7 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007