VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 56,256: 10,850 19,811 3,231 30,591 28,496 44,672 51,538: 11,584 4,718
Old : 56,256: 10,850 19,811 3,231 30,591 28,496 44,672 51,538: 11,584 4,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: -18,927: -2,820 -2,764 -975 -7,982 -10,642 -11,777 -14,381: -7,150 -4,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 35.2 5.7 54.4 50.7 79.4 91.6: 20.6 8.4
Old : 100.0: 19.3 35.2 5.7 54.4 50.7 79.4 91.6: 20.6 8.4
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 : 32: 15 8 7 9 5 27 17:
Old : 32: 15 8 7 9 5 27 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 : 45.8 59.5 59.5 82.1 24.5 37.2 31.2 48.8
Old : 45.8 59.5 59.5 82.1 24.5 37.2 31.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008