VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 6, 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 : 148,494: 18,753 17,700 32,493 81,997 86,783 133,243 136,976: 15,251 11,518
Old : 148,494: 18,753 17,700 32,493 81,997 86,783 133,243 136,976: 15,251 11,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 9,885: -1,682 -1,960 2,927 8,735 8,845 9,980 9,812: -95 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.9 21.9 55.2 58.4 89.7 92.2: 10.3 7.8
Old : 100.0: 12.6 11.9 21.9 55.2 58.4 89.7 92.2: 10.3 7.8
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 : 82: 28 21 28 26 24 71 60:
Old : 82: 28 21 28 26 24 71 60:
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 : 37.5 46.7 51.1 60.5 22.9 31.4 27.8 37.7
Old : 37.5 46.7 51.1 60.5 22.9 31.4 27.8 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011