VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 48,336: 10,759 14,912 2,176 28,174 26,967 41,109 44,055: 7,227 4,281
Old : 48,336: 10,759 14,912 2,176 28,174 26,967 41,109 44,055: 7,227 4,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 106: 591 -472 -464 799 1,438 926 502: -820 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 30.9 4.5 58.3 55.8 85.0 91.1: 15.0 8.9
Old : 100.0: 22.3 30.9 4.5 58.3 55.8 85.0 91.1: 15.0 8.9
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 : 28: 10 9 9 9 6 24 19:
Old : 28: 10 9 9 9 6 24 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 : 54.7 69.9 69.1 84.0 30.8 46.8 38.3 52.0
Old : 54.7 69.9 69.1 84.0 30.8 46.8 38.3 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2008