VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 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 : 21,417: 1,032 9,540 3,036 6,858 5,091 10,926 17,667: 10,491 3,750 Old : 21,417: 1,032 9,540 3,036 6,858 5,091 10,926 17,667: 10,491 3,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 9, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 44.5 14.2 32.0 23.8 51.0 82.5: 49.0 17.5 Old : 100.0: 4.8 44.5 14.2 32.0 23.8 51.0 82.5: 49.0 17.5 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 : 20: 3 13 10 4 4 16 18: Old : 20: 3 13 10 4 4 16 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 : 39.5 49.7 46.4 63.9 14.3 32.3 16.3 41.4 Old : 39.5 49.7 46.4 63.9 14.3 32.3 16.3 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008