VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 49,905: 4,839 22,937 4,452 33,327 17,872 42,618 45,261: 7,287 4,644
Old : 49,905: 4,839 22,937 4,452 33,327 17,872 42,618 45,261: 7,287 4,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,062: 202 220 682 -645 -539 239 363: 823 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 46.0 8.9 66.8 35.8 85.4 90.7: 14.6 9.3
Old : 100.0: 9.7 46.0 8.9 66.8 35.8 85.4 90.7: 14.6 9.3
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 : 32: 9 12 9 10 5 26 20:
Old : 32: 9 12 9 10 5 26 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 : 61.7 69.7 70.6 82.3 39.8 45.6 44.7 54.0
Old : 61.7 69.7 70.6 82.3 39.8 45.6 44.7 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2008