VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 23, 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 : 46,664: 5,545 9,895 7,116 26,506 22,990 39,167 40,001: 7,497 6,663
Old : 46,664: 5,545 9,895 7,116 26,506 22,990 39,167 40,001: 7,497 6,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -12,151: -3,497 3,758 -3,809 -1,733 -8,529 -9,039 -8,580: -3,112 -3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.2 15.2 56.8 49.3 83.9 85.7: 16.1 14.3
Old : 100.0: 11.9 21.2 15.2 56.8 49.3 83.9 85.7: 16.1 14.3
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 : 24: 7 8 9 9 6 22 17:
Old : 24: 7 8 9 9 6 22 17:
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 : 61.7 66.8 74.8 77.5 53.6 55.8 60.8 61.7
Old : 61.7 66.8 74.8 77.5 53.6 55.8 60.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008