VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 29, 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 : 138,609: 20,435 19,660 29,566 73,262 77,938 123,263 127,164: 15,346 11,445
Old : 138,609: 20,435 19,660 29,566 73,262 77,938 123,263 127,164: 15,346 11,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,678: -1,198 3,403 220 6,527 3,097 5,549 6,720: -871 -2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.2 21.3 52.9 56.2 88.9 91.7: 11.1 8.3
Old : 100.0: 14.7 14.2 21.3 52.9 56.2 88.9 91.7: 11.1 8.3
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 : 76: 25 20 28 23 23 66 59:
Old : 76: 25 20 28 23 23 66 59:
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 : 38.7 47.2 50.8 59.8 24.7 31.1 30.6 37.9
Old : 38.7 47.2 50.8 59.8 24.7 31.1 30.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011