VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 11, 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 : 52,793: 3,767 21,512 6,867 33,979 17,977 44,613 46,356: 8,180 6,437
Old : 52,793: 3,767 21,512 6,867 33,979 17,977 44,613 46,356: 8,180 6,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 2,888: -1,072 -1,425 2,415 652 105 1,995 1,095: 893 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 40.7 13.0 64.4 34.1 84.5 87.8: 15.5 12.2
Old : 100.0: 7.1 40.7 13.0 64.4 34.1 84.5 87.8: 15.5 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 : 29: 7 11 9 10 6 24 20:
Old : 29: 7 11 9 10 6 24 20:
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 : 62.3 63.8 71.0 77.2 38.7 39.1 43.7 48.3
Old : 62.3 63.8 71.0 77.2 38.7 39.1 43.7 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 14, 2008