VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 18, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 148,583: 16,328 28,415 35,351 78,929 65,874 130,608 129,640: 17,975 18,943
Old : 148,583: 16,328 28,415 35,351 78,929 65,874 130,608 129,640: 17,975 18,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -5,627: -605 -1,845 -1,785 -6,284 -7,345 -8,674 -10,975: 3,047 5,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.1 23.8 53.1 44.3 87.9 87.3: 12.1 12.7
Old : 100.0: 11.0 19.1 23.8 53.1 44.3 87.9 87.3: 12.1 12.7
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 : 91: 23 26 39 26 26 76 76:
Old : 91: 23 26 39 26 26 76 76:
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 : 33.7 29.9 46.6 42.3 21.5 20.6 27.9 28.0
Old : 33.7 29.9 46.6 42.3 21.5 20.6 27.9 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011