VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/01/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 48,230 COMMITMENTS 10,168 15,384 2,640 27,375 25,529 40,183 43,553 8,047 4,677 CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,057) 2,185 -343 -931 52 2,944 1,306 1,670 1,751 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 31.9 5.5 56.8 52.9 83.3 90.3 16.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 9 9 9 6 25 19
Updated July 7, 2008