VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 57,103: 4,392 23,717 3,929 41,521 21,692 49,842 49,338: 7,261 7,765
Old : 57,103: 4,392 23,717 3,929 41,521 21,692 49,842 49,338: 7,261 7,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 2,009: -986 107 1,310 1,021 -521 1,345 896: 664 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 41.5 6.9 72.7 38.0 87.3 86.4: 12.7 13.6
Old : 100.0: 7.7 41.5 6.9 72.7 38.0 87.3 86.4: 12.7 13.6
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: 5 14 8 10 7 23 21:
Old : 30: 5 14 8 10 7 23 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 : 71.3 63.2 79.3 75.9 46.9 35.3 49.4 44.9
Old : 71.3 63.2 79.3 75.9 46.9 35.3 49.4 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2008