VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 17, 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 : 59,314: 9,187 14,173 5,876 34,845 33,757 49,908 53,806: 9,406 5,508
Old : 59,314: 9,187 14,173 5,876 34,845 33,757 49,908 53,806: 9,406 5,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,218: -729 -2,628 2,011 3,070 3,007 4,352 2,390: -2,134 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.9 9.9 58.7 56.9 84.1 90.7: 15.9 9.3
Old : 100.0: 15.5 23.9 9.9 58.7 56.9 84.1 90.7: 15.9 9.3
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 : 34: 14 10 13 10 7 30 24:
Old : 34: 14 10 13 10 7 30 24:
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 : 52.0 65.3 65.9 81.7 25.1 33.0 30.7 40.5
Old : 52.0 65.3 65.9 81.7 25.1 33.0 30.7 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008