VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 54,014: 5,550 22,699 2,972 40,390 23,265 48,912 48,936: 5,102 5,078
Old : 54,014: 5,550 22,699 2,972 40,390 23,265 48,912 48,936: 5,102 5,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,094: 193 544 649 2,084 1,611 2,926 2,804: -5,020 -4,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 42.0 5.5 74.8 43.1 90.6 90.6: 9.4 9.4
Old : 100.0: 10.3 42.0 5.5 74.8 43.1 90.6 90.6: 9.4 9.4
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 : 30: 6 14 8 9 5 22 21:
Old : 30: 6 14 8 9 5 22 21:
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 : 76.0 68.3 83.2 81.0 51.5 38.8 54.1 49.6
Old : 76.0 68.3 83.2 81.0 51.5 38.8 54.1 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2008