VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 18, 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 : 49,611: 2,842 32,104 6,246 35,039 3,225 44,127 41,575: 5,484 8,036
Old : 49,611: 2,842 32,104 6,246 35,039 3,225 44,127 41,575: 5,484 8,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 5,038: 579 2,848 104 3,096 83 3,779 3,035: 1,259 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 64.7 12.6 70.6 6.5 88.9 83.8: 11.1 16.2
Old : 100.0: 5.7 64.7 12.6 70.6 6.5 88.9 83.8: 11.1 16.2
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 : 26: 7 13 13 5 4 21 22:
Old : 26: 7 13 13 5 4 21 22:
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 : 74.3 62.8 83.2 73.7 68.0 57.7 71.8 64.9
Old : 74.3 62.8 83.2 73.7 68.0 57.7 71.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008