VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 51,963: 10,682 13,747 5,989 26,823 28,590 43,494 48,326: 8,469 3,637
Old : 51,963: 10,682 13,747 5,989 26,823 28,590 43,494 48,326: 8,469 3,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2008 :
: 1,038: 299 59 -310 -402 361 -413 110: 1,451 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 26.5 11.5 51.6 55.0 83.7 93.0: 16.3 7.0
Old : 100.0: 20.6 26.5 11.5 51.6 55.0 83.7 93.0: 16.3 7.0
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: 16 6 8 10 6 29 17:
Old : 32: 16 6 8 10 6 29 17:
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 : 47.3 70.7 60.9 89.9 36.0 54.6 43.3 63.6
Old : 47.3 70.7 60.9 89.9 36.0 54.6 43.3 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008