VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 51,963 COMMITMENTS 10,682 13,747 5,989 26,823 28,590 43,494 48,326 8,469 3,637 CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,038) 299 59 -310 -402 361 -413 110 1,451 928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 26.5 11.5 51.6 55.0 83.7 93.0 16.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 16 6 8 10 6 29 17
Updated September 5, 2008