VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 45,173: 7,983 15,727 3,571 27,323 22,585 38,877 41,883: 6,296 3,290 Old : 45,173: 7,983 15,727 3,571 27,323 22,585 38,877 41,883: 6,296 3,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2008 : : -14,141: -1,204 1,554 -2,305 -7,522 -11,172 -11,031 -11,923: -3,110 -2,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 34.8 7.9 60.5 50.0 86.1 92.7: 13.9 7.3 Old : 100.0: 17.7 34.8 7.9 60.5 50.0 86.1 92.7: 13.9 7.3 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 : 29: 10 9 11 9 6 26 20: Old : 29: 10 9 11 9 6 26 20: 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 : 54.9 66.1 67.6 84.6 31.6 41.9 37.5 51.1 Old : 54.9 66.1 67.6 84.6 31.6 41.9 37.5 51.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2008