VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 53,298: 10,600 10,120 6,761 27,559 32,387 44,920 49,268: 8,378 4,030
Old : 53,298: 10,600 10,120 6,761 27,559 32,387 44,920 49,268: 8,378 4,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2008 :
: 1,335: -82 -3,627 772 736 3,797 1,426 942: -91 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 19.0 12.7 51.7 60.8 84.3 92.4: 15.7 7.6
Old : 100.0: 19.9 19.0 12.7 51.7 60.8 84.3 92.4: 15.7 7.6
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 : 33: 17 6 7 10 6 30 16:
Old : 33: 17 6 7 10 6 30 16:
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 : 50.1 77.5 62.2 88.9 36.1 55.6 43.3 61.7
Old : 50.1 77.5 62.2 88.9 36.1 55.6 43.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008