VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 48,230: 10,168 15,384 2,640 27,375 25,529 40,183 43,553: 8,047 4,677
Old : 48,230: 10,168 15,384 2,640 27,375 25,529 40,183 43,553: 8,047 4,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2008 :
: 3,057: 2,185 -343 -931 52 2,944 1,306 1,670: 1,751 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 31.9 5.5 56.8 52.9 83.3 90.3: 16.7 9.7
Old : 100.0: 21.1 31.9 5.5 56.8 52.9 83.3 90.3: 16.7 9.7
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 : 29: 11 9 9 9 6 25 19:
Old : 29: 11 9 9 9 6 25 19:
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 : 52.6 67.2 66.9 83.6 29.4 44.5 36.8 51.3
Old : 52.6 67.2 66.9 83.6 29.4 44.5 36.8 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2008