VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 6, 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 : 60,219: 9,627 26,401 4,411 32,236 26,507 46,274 57,319: 13,945 2,900
Old : 60,219: 9,627 26,401 4,411 32,236 26,507 46,274 57,319: 13,945 2,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 6,354: -495 2,005 413 2,215 4,487 2,133 6,905: 4,221 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 43.8 7.3 53.5 44.0 76.8 95.2: 23.2 4.8
Old : 100.0: 16.0 43.8 7.3 53.5 44.0 76.8 95.2: 23.2 4.8
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 : 33: 13 11 7 9 3 27 16:
Old : 33: 13 11 7 9 3 27 16:
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 : 46.7 67.7 59.6 88.8 29.3 44.0 35.7 58.6
Old : 46.7 67.7 59.6 88.8 29.3 44.0 35.7 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2008