VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 56,668: 10,943 19,093 3,829 30,549 29,921 45,321 52,843: 11,347 3,825
Old : 56,668: 10,943 19,093 3,829 30,549 29,921 45,321 52,843: 11,347 3,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 412: 93 -718 598 -42 1,425 649 1,305: -237 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 33.7 6.8 53.9 52.8 80.0 93.3: 20.0 6.7
Old : 100.0: 19.3 33.7 6.8 53.9 52.8 80.0 93.3: 20.0 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 : 37: 17 11 13 9 6 32 24:
Old : 37: 17 11 13 9 6 32 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 : 45.7 60.6 59.6 82.1 24.1 37.8 30.3 49.1
Old : 45.7 60.6 59.6 82.1 24.1 37.8 30.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008