VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 56,108: 5,357 22,155 2,323 38,306 21,654 45,986 46,132: 10,122 9,976
Old : 56,108: 5,357 22,155 2,323 38,306 21,654 45,986 46,132: 10,122 9,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -3,801: -1,718 -777 -578 -4,009 -6,126 -6,305 -7,481: 2,504 3,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 39.5 4.1 68.3 38.6 82.0 82.2: 18.0 17.8
Old : 100.0: 9.5 39.5 4.1 68.3 38.6 82.0 82.2: 18.0 17.8
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: 5 13 5 8 4 18 17:
Old : 26: 5 13 5 8 4 18 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 : 71.1 63.0 77.8 73.3 49.5 35.9 52.0 45.9
Old : 71.1 63.0 77.8 73.3 49.5 35.9 52.0 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2008