VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 55,094: 5,378 23,610 2,619 40,500 22,213 48,497 48,442: 6,597 6,652
Old : 55,094: 5,378 23,610 2,619 40,500 22,213 48,497 48,442: 6,597 6,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,080: -172 911 -353 110 -1,052 -415 -494: 1,495 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.9 4.8 73.5 40.3 88.0 87.9: 12.0 12.1
Old : 100.0: 9.8 42.9 4.8 73.5 40.3 88.0 87.9: 12.0 12.1
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 : 28: 5 13 7 10 6 22 19:
Old : 28: 5 13 7 10 6 22 19:
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 : 73.8 66.0 81.1 78.5 50.5 37.7 53.1 48.3
Old : 73.8 66.0 81.1 78.5 50.5 37.7 53.1 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2008