VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 40,773: 8,077 11,546 4,984 21,802 20,049 34,863 36,579: 5,910 4,194
Old : 40,773: 8,077 11,546 4,984 21,802 20,049 34,863 36,579: 5,910 4,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -11,642: -3,541 -1,284 -113 -6,029 -7,892 -9,683 -9,289: -1,959 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 28.3 12.2 53.5 49.2 85.5 89.7: 14.5 10.3
Old : 100.0: 19.8 28.3 12.2 53.5 49.2 85.5 89.7: 14.5 10.3
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 : 27: 10 8 9 9 6 24 18:
Old : 27: 10 8 9 9 6 24 18:
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 : 46.3 65.5 64.9 83.2 30.6 45.1 39.1 51.6
Old : 46.3 65.5 64.9 83.2 30.6 45.1 39.1 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008