VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 46,115: 2,840 20,878 5,431 29,448 14,614 37,719 40,923: 8,396 5,192
Old : 46,115: 2,840 20,878 5,431 29,448 14,614 37,719 40,923: 8,396 5,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -3,518: -393 704 -807 -1,698 -906 -2,898 -1,009: -620 -2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 45.3 11.8 63.9 31.7 81.8 88.7: 18.2 11.3
Old : 100.0: 6.2 45.3 11.8 63.9 31.7 81.8 88.7: 18.2 11.3
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 : 27: 6 12 9 8 7 21 21:
Old : 27: 6 12 9 8 7 21 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 : 67.0 59.9 74.8 78.4 43.1 41.6 46.8 51.1
Old : 67.0 59.9 74.8 78.4 43.1 41.6 46.8 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2008