VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 59,909: 7,075 22,932 2,901 42,315 27,780 52,291 53,613: 7,618 6,296
Old : 59,909: 7,075 22,932 2,901 42,315 27,780 52,291 53,613: 7,618 6,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 152: 896 4,375 -504 1,434 -1,320 1,826 2,551: -1,674 -2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 38.3 4.8 70.6 46.4 87.3 89.5: 12.7 10.5
Old : 100.0: 11.8 38.3 4.8 70.6 46.4 87.3 89.5: 12.7 10.5
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 : 28: 8 11 8 8 4 22 18:
Old : 28: 8 11 8 8 4 22 18:
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 : 75.4 67.0 79.6 82.3 54.0 43.5 57.3 56.9
Old : 75.4 67.0 79.6 82.3 54.0 43.5 57.3 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2008