VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 67,185: 12,262 23,291 6,184 35,660 33,198 54,106 62,673: 13,079 4,512
Old : 67,185: 12,262 23,291 6,184 35,660 33,198 54,106 62,673: 13,079 4,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,966: 2,635 -3,110 1,773 3,424 6,691 7,832 5,354: -866 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 34.7 9.2 53.1 49.4 80.5 93.3: 19.5 6.7
Old : 100.0: 18.3 34.7 9.2 53.1 49.4 80.5 93.3: 19.5 6.7
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 : 35: 15 11 8 9 4 30 17:
Old : 35: 15 11 8 9 4 30 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 : 45.7 63.6 58.1 83.8 27.0 37.6 33.7 52.2
Old : 45.7 63.6 58.1 83.8 27.0 37.6 33.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2008