VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 4, 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 : 146,895: 18,323 24,636 37,355 76,467 67,792 132,145 129,783: 14,750 17,112
Old : 146,895: 18,323 24,636 37,355 76,467 67,792 132,145 129,783: 14,750 17,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2011 :
: -2,345: -1,060 -42 -3,479 3,301 -2,692 -1,238 -6,213: -1,107 3,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 16.8 25.4 52.1 46.1 90.0 88.4: 10.0 11.6
Old : 100.0: 12.5 16.8 25.4 52.1 46.1 90.0 88.4: 10.0 11.6
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 : 101: 33 24 45 26 28 85 85:
Old : 101: 33 24 45 26 28 85 85:
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 : 35.7 30.4 45.9 45.1 18.8 20.4 23.6 26.7
Old : 35.7 30.4 45.9 45.1 18.8 20.4 23.6 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011