VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 21, 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 : 57,640: 9,098 28,621 8,814 31,453 6,266 49,365 43,701: 8,275 13,939
Old : 57,640: 9,098 28,621 8,814 31,453 6,266 49,365 43,701: 8,275 13,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 3,964: -1,467 4,696 -2,077 6,032 309 2,488 2,928: 1,476 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 49.7 15.3 54.6 10.9 85.6 75.8: 14.4 24.2
Old : 100.0: 15.8 49.7 15.3 54.6 10.9 85.6 75.8: 14.4 24.2
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: 9 18 16 5 4 25 27:
Old : 32: 9 18 16 5 4 25 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 : 63.1 42.1 76.2 55.4 58.0 35.6 61.7 44.8
Old : 63.1 42.1 76.2 55.4 58.0 35.6 61.7 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008