VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 47,192: 8,173 10,622 6,425 23,404 24,815 38,002 41,862: 9,190 5,330
Old : 47,192: 8,173 10,622 6,425 23,404 24,815 38,002 41,862: 9,190 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,630: 683 59 -72 745 2,251 1,356 2,238: 2,274 1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.5 13.6 49.6 52.6 80.5 88.7: 19.5 11.3
Old : 100.0: 17.3 22.5 13.6 49.6 52.6 80.5 88.7: 19.5 11.3
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 : 25: 10 6 6 9 6 22 15:
Old : 25: 10 6 6 9 6 22 15:
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 : 43.4 66.4 61.5 84.1 28.1 42.7 35.8 50.0
Old : 43.4 66.4 61.5 84.1 28.1 42.7 35.8 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008