VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 47,016: 8,105 7,582 10,615 18,999 23,769 37,719 41,966: 9,297 5,050
Old : 47,016: 8,105 7,582 10,615 18,999 23,769 37,719 41,966: 9,297 5,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -176: -68 -3,040 4,190 -4,405 -1,046 -283 104: 107 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.1 22.6 40.4 50.6 80.2 89.3: 19.8 10.7
Old : 100.0: 17.2 16.1 22.6 40.4 50.6 80.2 89.3: 19.8 10.7
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 5 9 5 22 13:
Old : 25: 10 6 5 9 5 22 13:
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 : 43.0 65.9 59.2 84.5 20.8 42.2 31.4 49.0
Old : 43.0 65.9 59.2 84.5 20.8 42.2 31.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008