VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 8, 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 : 50,971: 8,211 22,298 3,685 29,610 21,361 41,506 47,344: 9,465 3,627
Old : 50,971: 8,211 22,298 3,685 29,610 21,361 41,506 47,344: 9,465 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 1, 2008 :
: 3,248: 3,859 -946 -553 104 6,348 3,410 4,849: -162 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 43.7 7.2 58.1 41.9 81.4 92.9: 18.6 7.1
Old : 100.0: 16.1 43.7 7.2 58.1 41.9 81.4 92.9: 18.6 7.1
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 : 29: 13 7 8 9 6 26 17:
Old : 29: 13 7 8 9 6 26 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 : 52.1 69.1 61.2 87.9 30.1 46.3 36.0 54.7
Old : 52.1 69.1 61.2 87.9 30.1 46.3 36.0 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 11,2008