VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 47,935: 8,931 24,306 2,759 27,047 17,909 38,737 44,974: 9,198 2,961
Old : 47,935: 8,931 24,306 2,759 27,047 17,909 38,737 44,974: 9,198 2,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2008 :
: -4,705: 117 533 -470 -3,260 -3,856 -3,613 -3,793: -1,092 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 50.7 5.8 56.4 37.4 80.8 93.8: 19.2 6.2
Old : 100.0: 18.6 50.7 5.8 56.4 37.4 80.8 93.8: 19.2 6.2
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 : 26: 9 8 7 9 5 23 15:
Old : 26: 9 8 7 9 5 23 15:
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 : 51.4 66.6 64.0 87.6 35.0 48.0 42.5 59.9
Old : 51.4 66.6 64.0 87.6 35.0 48.0 42.5 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2008