VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 53,865: 10,122 24,396 3,998 30,021 22,020 44,141 50,414: 9,724 3,451
Old : 53,865: 10,122 24,396 3,998 30,021 22,020 44,141 50,414: 9,724 3,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 5,930: 1,191 90 1,239 2,974 4,111 5,404 5,440: 526 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 45.3 7.4 55.7 40.9 81.9 93.6: 18.1 6.4
Old : 100.0: 18.8 45.3 7.4 55.7 40.9 81.9 93.6: 18.1 6.4
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 : 32: 13 9 9 10 5 28 18:
Old : 32: 13 9 9 10 5 28 18:
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 : 48.6 65.7 62.4 87.4 31.6 44.1 39.6 57.3
Old : 48.6 65.7 62.4 87.4 31.6 44.1 39.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2008