VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 50,194: 6,689 20,538 10,351 26,153 7,771 43,193 38,660: 7,001 11,534
Old : 50,194: 6,689 20,538 10,351 26,153 7,771 43,193 38,660: 7,001 11,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 3,267: 1,211 2,795 1,475 833 -1,396 3,519 2,874: -252 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 40.9 20.6 52.1 15.5 86.1 77.0: 13.9 23.0
Old : 100.0: 13.3 40.9 20.6 52.1 15.5 86.1 77.0: 13.9 23.0
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 : 28: 7 15 15 6 6 24 25:
Old : 28: 7 15 15 6 6 24 25:
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 : 63.8 40.1 76.9 55.2 55.7 30.8 59.2 40.5
Old : 63.8 40.1 76.9 55.2 55.7 30.8 59.2 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008