VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 8, 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 : 138,086: 17,688 23,707 30,767 74,337 69,789 122,792 124,263: 15,294 13,823
Old : 138,086: 17,688 23,707 30,767 74,337 69,789 122,792 124,263: 15,294 13,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -8,568: 585 4,654 -2,001 4,259 182 2,843 2,835: -11,411 -11,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.2 22.3 53.8 50.5 88.9 90.0: 11.1 10.0
Old : 100.0: 12.8 17.2 22.3 53.8 50.5 88.9 90.0: 11.1 10.0
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 : 86: 31 20 33 23 25 74 67:
Old : 86: 31 20 33 23 25 74 67:
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 : 38.3 38.6 49.2 51.8 28.0 30.8 33.7 36.5
Old : 38.3 38.6 49.2 51.8 28.0 30.8 33.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011