VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 44,573: 2,263 29,256 6,142 31,943 3,142 40,348 38,540: 4,225 6,033
Old : 44,573: 2,263 29,256 6,142 31,943 3,142 40,348 38,540: 4,225 6,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 850: -729 1,856 706 1,673 -103 1,650 2,459: -800 -1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 65.6 13.8 71.7 7.0 90.5 86.5: 9.5 13.5
Old : 100.0: 5.1 65.6 13.8 71.7 7.0 90.5 86.5: 9.5 13.5
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 : 25: 6 14 12 4 3 19 21:
Old : 25: 6 14 12 4 3 19 21:
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 : 76.4 61.8 85.6 73.9 68.3 56.0 71.9 64.8
Old : 76.4 61.8 85.6 73.9 68.3 56.0 71.9 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007