VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 46,927 COMMITMENTS 5,478 17,743 8,876 25,320 9,167 39,674 35,786 7,253 11,141 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 263) -67 7,848 1,760 -1,186 -13,823 507 -4,215 -244 4,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 37.8 18.9 54.0 19.5 84.5 76.3 15.5 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 14 14 7 6 24 23
Updated October 3, 2008