VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 47,723: 4,352 23,244 4,238 29,506 15,013 38,096 42,495: 9,627 5,228
Old : 47,723: 4,352 23,244 4,238 29,506 15,013 38,096 42,495: 9,627 5,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 1,608: 1,512 2,366 -1,193 58 399 377 1,572: 1,231 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 48.7 8.9 61.8 31.5 79.8 89.0: 20.2 11.0
Old : 100.0: 9.1 48.7 8.9 61.8 31.5 79.8 89.0: 20.2 11.0
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 : 25: 9 8 8 8 6 22 17:
Old : 25: 9 8 8 8 6 22 17:
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 : 61.6 63.9 69.1 81.3 40.5 47.6 45.3 57.4
Old : 61.6 63.9 69.1 81.3 40.5 47.6 45.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2008