VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 12, 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 : 48,002: 9,284 13,404 2,396 27,020 26,412 38,700 42,212: 9,302 5,790
Old : 48,002: 9,284 13,404 2,396 27,020 26,412 38,700 42,212: 9,302 5,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 5,184: 563 616 -282 1,231 1,417 1,512 1,751: 3,672 3,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 27.9 5.0 56.3 55.0 80.6 87.9: 19.4 12.1
Old : 100.0: 19.3 27.9 5.0 56.3 55.0 80.6 87.9: 19.4 12.1
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 : 38: 17 9 10 10 8 32 22:
Old : 38: 17 9 10 10 8 32 22:
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 : 50.1 47.5 62.2 72.0 45.1 41.1 52.5 61.5
Old : 50.1 47.5 62.2 72.0 45.1 41.1 52.5 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007