VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 58,991: 4,303 24,929 3,378 42,652 22,836 50,333 51,143: 8,658 7,848
Old : 58,991: 4,303 24,929 3,378 42,652 22,836 50,333 51,143: 8,658 7,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2008 :
: 1,888: -89 1,212 -551 1,131 1,144 491 1,805: 1,397 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 42.3 5.7 72.3 38.7 85.3 86.7: 14.7 13.3
Old : 100.0: 7.3 42.3 5.7 72.3 38.7 85.3 86.7: 14.7 13.3
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: 6 13 7 9 6 21 20:
Old : 28: 6 13 7 9 6 21 20:
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 : 70.8 64.7 78.1 78.0 45.8 39.1 48.1 47.7
Old : 70.8 64.7 78.1 78.0 45.8 39.1 48.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2008