VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 52,640: 8,814 23,773 3,229 30,307 21,765 42,350 48,767: 10,290 3,873
Old : 52,640: 8,814 23,773 3,229 30,307 21,765 42,350 48,767: 10,290 3,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,669: 603 1,475 -456 697 404 844 1,423: 825 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 45.2 6.1 57.6 41.3 80.5 92.6: 19.5 7.4
Old : 100.0: 16.7 45.2 6.1 57.6 41.3 80.5 92.6: 19.5 7.4
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: 12 8 9 9 5 26 17:
Old : 29: 12 8 9 9 5 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 : 53.2 69.1 61.6 86.8 33.4 47.8 39.3 57.4
Old : 53.2 69.1 61.6 86.8 33.4 47.8 39.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2008