VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 8, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 50,971: 8,211 22,298 3,685 29,610 21,361 41,506 47,344: 9,465 3,627 Old : 50,971: 8,211 22,298 3,685 29,610 21,361 41,506 47,344: 9,465 3,627 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 1, 2008 : : 3,248: 3,859 -946 -553 104 6,348 3,410 4,849: -162 -1,601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 43.7 7.2 58.1 41.9 81.4 92.9: 18.6 7.1 Old : 100.0: 16.1 43.7 7.2 58.1 41.9 81.4 92.9: 18.6 7.1 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 : 29: 13 7 8 9 6 26 17: Old : 29: 13 7 8 9 6 26 17: 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 : 52.1 69.1 61.2 87.9 30.1 46.3 36.0 54.7 Old : 52.1 69.1 61.2 87.9 30.1 46.3 36.0 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11,2008