VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 49,633: 3,233 20,174 6,238 31,146 15,520 40,617 41,932: 9,016 7,701
Old : 49,633: 3,233 20,174 6,238 31,146 15,520 40,617 41,932: 9,016 7,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -3,160: -534 -1,338 -629 -2,833 -2,457 -3,996 -4,424: 836 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 40.6 12.6 62.8 31.3 81.8 84.5: 18.2 15.5
Old : 100.0: 6.5 40.6 12.6 62.8 31.3 81.8 84.5: 18.2 15.5
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 : 34: 7 17 10 9 8 24 27:
Old : 34: 7 17 10 9 8 24 27:
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 : 64.7 53.9 72.3 70.2 40.8 32.7 43.8 42.1
Old : 64.7 53.9 72.3 70.2 40.8 32.7 43.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2008