VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 11, 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 : 154,210: 16,933 30,260 37,136 85,213 73,219 139,282 140,615: 14,928 13,595
Old : 154,210: 16,933 30,260 37,136 85,213 73,219 139,282 140,615: 14,928 13,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2011 :
: 7,315: -1,390 5,624 -219 8,746 5,427 7,137 10,832: 178 -3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.6 24.1 55.3 47.5 90.3 91.2: 9.7 8.8
Old : 100.0: 11.0 19.6 24.1 55.3 47.5 90.3 91.2: 9.7 8.8
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 : 96: 29 27 42 24 26 78 82:
Old : 96: 29 27 42 24 26 78 82:
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 : 39.0 33.0 49.4 46.4 25.0 22.9 29.9 29.2
Old : 39.0 33.0 49.4 46.4 25.0 22.9 29.9 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2011