VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 13, 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 : 150,430: 14,296 22,550 33,804 85,003 79,620 133,103 135,974: 17,327 14,456
Old : 150,430: 14,296 22,550 33,804 85,003 79,620 133,103 135,974: 17,327 14,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,936: -4,457 4,850 1,311 3,006 -7,163 -140 -1,002: 2,076 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.0 22.5 56.5 52.9 88.5 90.4: 11.5 9.6
Old : 100.0: 9.5 15.0 22.5 56.5 52.9 88.5 90.4: 11.5 9.6
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 : 77: 27 20 29 24 25 67 61:
Old : 77: 27 20 29 24 25 67 61:
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 43.3 52.0 57.1 25.5 26.1 29.5 33.2
Old : 38.1 43.3 52.0 57.1 25.5 26.1 29.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011