VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 28, 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 : 43,740: 4,158 27,082 5,562 28,729 2,591 38,449 35,235: 5,291 8,505
Old : 43,740: 4,158 27,082 5,562 28,729 2,591 38,449 35,235: 5,291 8,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -13,900: -4,940 -1,539 -3,252 -2,724 -3,675 -10,916 -8,466: -2,984 -5,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 61.9 12.7 65.7 5.9 87.9 80.6: 12.1 19.4
Old : 100.0: 9.5 61.9 12.7 65.7 5.9 87.9 80.6: 12.1 19.4
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: 8 15 13 4 3 20 24:
Old : 28: 8 15 13 4 3 20 24:
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 : 69.4 54.5 80.5 65.7 65.8 50.0 69.8 58.8
Old : 69.4 54.5 80.5 65.7 65.8 50.0 69.8 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008