VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 15, 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 : 147,703: 18,708 21,699 31,043 81,481 80,117 131,232 132,859: 16,471 14,844
Old : 147,703: 18,708 21,699 31,043 81,481 80,117 131,232 132,859: 16,471 14,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 9,617: 1,020 -2,008 276 7,144 10,328 8,440 8,596: 1,177 1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.7 21.0 55.2 54.2 88.8 90.0: 11.2 10.0
Old : 100.0: 12.7 14.7 21.0 55.2 54.2 88.8 90.0: 11.2 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: 33 22 32 24 24 74 66:
Old : 86: 33 22 32 24 24 74 66:
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 : 39.4 41.7 50.6 53.4 24.3 25.7 29.1 30.8
Old : 39.4 41.7 50.6 53.4 24.3 25.7 29.1 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011