VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 8, 2008
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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 : 59,757: 6,179 18,557 3,405 40,881 29,100 50,465 51,062: 9,292 8,695
Old : 59,757: 6,179 18,557 3,405 40,881 29,100 50,465 51,062: 9,292 8,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 3,448: 768 -98 -391 -77 782 300 293: 3,148 3,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 31.1 5.7 68.4 48.7 84.5 85.4: 15.5 14.6
Old : 100.0: 10.3 31.1 5.7 68.4 48.7 84.5 85.4: 15.5 14.6
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 : 21: 6 8 4 6 3 16 12:
Old : 21: 6 8 4 6 3 16 12:
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 : 76.4 70.1 80.3 83.1 52.9 45.3 55.7 55.5
Old : 76.4 70.1 80.3 83.1 52.9 45.3 55.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2008