VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 75,183: 13,670 22,575 4,206 38,573 39,138 56,449 65,919: 18,734 9,264
Old : 75,183: 13,670 22,575 4,206 38,573 39,138 56,449 65,919: 18,734 9,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 7,998: 1,408 -716 -1,978 2,913 5,940 2,343 3,246: 5,655 4,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 30.0 5.6 51.3 52.1 75.1 87.7: 24.9 12.3
Old : 100.0: 18.2 30.0 5.6 51.3 52.1 75.1 87.7: 24.9 12.3
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 : 36: 16 10 7 10 5 31 17:
Old : 36: 16 10 7 10 5 31 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 : 42.5 61.1 54.7 79.3 25.3 37.0 32.6 50.4
Old : 42.5 61.1 54.7 79.3 25.3 37.0 32.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2008