VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 46,927: 5,478 17,743 8,876 25,320 9,167 39,674 35,786: 7,253 11,141
Old : 46,927: 5,478 17,743 8,876 25,320 9,167 39,674 35,786: 7,253 11,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: 263: -67 7,848 1,760 -1,186 -13,823 507 -4,215: -244 4,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 37.8 18.9 54.0 19.5 84.5 76.3: 15.5 23.7
Old : 100.0: 11.7 37.8 18.9 54.0 19.5 84.5 76.3: 15.5 23.7
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 : 27: 6 14 14 7 6 24 23:
Old : 27: 6 14 14 7 6 24 23:
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 : 61.6 41.8 75.4 57.8 55.8 31.5 59.3 43.0
Old : 61.6 41.8 75.4 57.8 55.8 31.5 59.3 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008