VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 54,014 COMMITMENTS 5,550 22,699 2,972 40,390 23,265 48,912 48,936 5,102 5,078 CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,094) 193 544 649 2,084 1,611 2,926 2,804 -5,020 -4,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 42.0 5.5 74.8 43.1 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 14 8 9 5 22 21
Updated February 1, 2008