VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 52,415: 11,618 12,830 5,097 27,831 27,941 44,546 45,868: 7,869 6,547
Old : 52,415: 11,618 12,830 5,097 27,831 27,941 44,546 45,868: 7,869 6,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2008 :
: 4,079: 859 -2,082 2,921 -343 974 3,437 1,813: 642 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.5 9.7 53.1 53.3 85.0 87.5: 15.0 12.5
Old : 100.0: 22.2 24.5 9.7 53.1 53.3 85.0 87.5: 15.0 12.5
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: 12 8 13 9 6 27 21:
Old : 29: 12 8 13 9 6 27 21:
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 : 55.2 63.4 68.0 77.1 32.9 40.2 37.9 46.4
Old : 55.2 63.4 68.0 77.1 32.9 40.2 37.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008