VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 20, 2011
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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 : 178,964: 17,150 35,372 44,910 100,602 81,765 162,662 162,047: 16,302 16,917
Old : 178,964: 17,150 35,372 44,910 100,602 81,765 162,662 162,047: 16,302 16,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 13,072: 519 1,566 6,228 5,495 4,902 12,242 12,696: 830 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 19.8 25.1 56.2 45.7 90.9 90.5: 9.1 9.5
Old : 100.0: 9.6 19.8 25.1 56.2 45.7 90.9 90.5: 9.1 9.5
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 : 104: 26 26 50 30 31 92 91:
Old : 104: 26 26 50 30 31 92 91:
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 : 33.9 32.4 45.7 46.7 22.8 23.1 27.6 29.4
Old : 33.9 32.4 45.7 46.7 22.8 23.1 27.6 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011