VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 10, 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 : 57,096: 9,916 16,801 3,865 31,775 30,750 45,556 51,416: 11,540 5,680
Old : 57,096: 9,916 16,801 3,865 31,775 30,750 45,556 51,416: 11,540 5,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 428: -1,027 -2,292 36 1,226 829 235 -1,427: 193 1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 29.4 6.8 55.7 53.9 79.8 90.1: 20.2 9.9
Old : 100.0: 17.4 29.4 6.8 55.7 53.9 79.8 90.1: 20.2 9.9
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: 15 9 12 9 6 30 21:
Old : 33: 15 9 12 9 6 30 21:
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 : 47.4 61.1 59.6 81.8 22.1 37.0 28.0 45.9
Old : 47.4 61.1 59.6 81.8 22.1 37.0 28.0 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2008