VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 22, 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 : 133,931: 21,633 16,257 29,346 66,735 74,841 117,714 120,444: 16,217 13,487
Old : 133,931: 21,633 16,257 29,346 66,735 74,841 117,714 120,444: 16,217 13,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -13,772: 2,925 -5,442 -1,697 -14,746 -5,276 -13,518 -12,415: -254 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.1 21.9 49.8 55.9 87.9 89.9: 12.1 10.1
Old : 100.0: 16.2 12.1 21.9 49.8 55.9 87.9 89.9: 12.1 10.1
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 : 81: 26 23 29 22 23 67 63:
Old : 81: 26 23 29 22 23 67 63:
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 : 38.1 46.5 49.5 59.0 25.1 32.8 31.6 38.4
Old : 38.1 46.5 49.5 59.0 25.1 32.8 31.6 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011