VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 58,815: 9,042 6,137 10,925 28,239 31,519 48,206 48,581: 10,609 10,234
Old : 58,815: 9,042 6,137 10,925 28,239 31,519 48,206 48,581: 10,609 10,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2008 :
: 5,517: -1,558 -3,983 4,164 680 -868 3,286 -687: 2,231 6,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.4 18.6 48.0 53.6 82.0 82.6: 18.0 17.4
Old : 100.0: 15.4 10.4 18.6 48.0 53.6 82.0 82.6: 18.0 17.4
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 : 26: 11 5 9 10 6 23 18:
Old : 26: 11 5 9 10 6 23 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 : 55.5 64.7 66.8 75.9 30.4 41.4 35.5 42.9
Old : 55.5 64.7 66.8 75.9 30.4 41.4 35.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008