VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 14, 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 : 53,676: 10,565 23,925 10,891 25,421 5,957 46,877 40,773: 6,799 12,903
Old : 53,676: 10,565 23,925 10,891 25,421 5,957 46,877 40,773: 6,799 12,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 3,482: 3,876 3,387 540 -732 -1,814 3,684 2,113: -202 1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 44.6 20.3 47.4 11.1 87.3 76.0: 12.7 24.0
Old : 100.0: 19.7 44.6 20.3 47.4 11.1 87.3 76.0: 12.7 24.0
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 : 32: 8 19 15 5 4 24 27:
Old : 32: 8 19 15 5 4 24 27:
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 : 61.8 39.7 74.1 55.7 53.1 30.0 59.7 39.2
Old : 61.8 39.7 74.1 55.7 53.1 30.0 59.7 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008