VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 43,562: 7,490 10,563 6,497 22,659 22,564 36,646 39,624: 6,916 3,938
Old : 43,562: 7,490 10,563 6,497 22,659 22,564 36,646 39,624: 6,916 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,789: -587 -983 1,513 857 2,515 1,783 3,045: 1,006 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.2 14.9 52.0 51.8 84.1 91.0: 15.9 9.0
Old : 100.0: 17.2 24.2 14.9 52.0 51.8 84.1 91.0: 15.9 9.0
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 : 25: 8 8 8 9 6 22 17:
Old : 25: 8 8 8 9 6 22 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 : 46.6 66.5 64.9 85.0 29.4 42.0 37.2 48.5
Old : 46.6 66.5 64.9 85.0 29.4 42.0 37.2 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008