VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, 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