VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 75,183 COMMITMENTS 13,670 22,575 4,206 38,573 39,138 56,449 65,919 18,734 9,264 CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 7,998) 1,408 -716 -1,978 2,913 5,940 2,343 3,246 5,655 4,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 30.0 5.6 51.3 52.1 75.1 87.7 24.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 10 7 10 5 31 17
Updated May 23, 2008