VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 43,723: 2,992 27,400 5,436 30,270 3,245 38,698 36,081: 5,025 7,642
Old : 43,723: 2,992 27,400 5,436 30,270 3,245 38,698 36,081: 5,025 7,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -17: -1,166 318 -126 1,541 654 249 846: -266 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 62.7 12.4 69.2 7.4 88.5 82.5: 11.5 17.5
Old : 100.0: 6.8 62.7 12.4 69.2 7.4 88.5 82.5: 11.5 17.5
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 : 24: 7 13 12 4 3 19 20:
Old : 24: 7 13 12 4 3 19 20:
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 : 72.5 56.7 83.7 70.0 67.2 51.9 71.0 61.5
Old : 72.5 56.7 83.7 70.0 67.2 51.9 71.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008