VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 04/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 47,723 COMMITMENTS 4,352 23,244 4,238 29,506 15,013 38,096 42,495 9,627 5,228 CHANGES FROM 03/25/08 (CHANGE IN OPEN INTEREST: 1,608) 1,512 2,366 -1,193 58 399 377 1,572 1,231 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 48.7 8.9 61.8 31.5 79.8 89.0 20.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 8 8 8 6 22 17
Updated April 4, 2008