VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 50,925: 10,383 13,688 6,299 27,225 28,229 43,907 48,216: 7,018 2,709
Old : 50,925: 10,383 13,688 6,299 27,225 28,229 43,907 48,216: 7,018 2,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 234: 3,025 949 -1,272 6,498 2,574 8,251 2,251: -8,017 -2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.9 12.4 53.5 55.4 86.2 94.7: 13.8 5.3
Old : 100.0: 20.4 26.9 12.4 53.5 55.4 86.2 94.7: 13.8 5.3
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 : 32: 15 7 9 10 6 29 18:
Old : 32: 15 7 9 10 6 29 18:
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 : 48.0 71.6 63.3 90.5 37.1 55.4 44.1 62.3
Old : 48.0 71.6 63.3 90.5 37.1 55.4 44.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008