VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 19, 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 : 50,691: 7,358 12,739 7,571 20,727 25,655 35,656 45,965: 15,035 4,726
Old : 50,691: 7,358 12,739 7,571 20,727 25,655 35,656 45,965: 15,035 4,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 3,675: -747 5,157 -3,044 1,728 1,886 -2,063 3,999: 5,738 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 25.1 14.9 40.9 50.6 70.3 90.7: 29.7 9.3
Old : 100.0: 14.5 25.1 14.9 40.9 50.6 70.3 90.7: 29.7 9.3
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 : 28: 12 7 9 9 4 25 16:
Old : 28: 12 7 9 9 4 25 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 : 33.3 65.2 49.8 84.3 20.2 46.9 27.4 55.4
Old : 33.3 65.2 49.8 84.3 20.2 46.9 27.4 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008