VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 56,256 COMMITMENTS 10,850 19,811 3,231 30,591 28,496 44,672 51,538 11,584 4,718 CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -18,927) -2,820 -2,764 -975 -7,982 -10,642 -11,777 -14,381 -7,150 -4,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 35.2 5.7 54.4 50.7 79.4 91.6 20.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 15 8 7 9 5 27 17
Updated May 30,2008