VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 48,843: 4,637 22,717 3,770 33,972 18,411 42,379 44,898: 6,464 3,945
Old : 48,843: 4,637 22,717 3,770 33,972 18,411 42,379 44,898: 6,464 3,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: -10,148: 334 -2,212 392 -8,680 -4,425 -7,954 -6,245: -2,194 -3,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 46.5 7.7 69.6 37.7 86.8 91.9: 13.2 8.1
Old : 100.0: 9.5 46.5 7.7 69.6 37.7 86.8 91.9: 13.2 8.1
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 : 32: 10 10 11 11 7 28 22:
Old : 32: 10 10 11 11 7 28 22:
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 : 62.1 68.9 71.5 83.4 39.8 45.1 45.0 54.6
Old : 62.1 68.9 71.5 83.4 39.8 45.1 45.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 29, 2008