VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 146,895: 18,323 24,636 37,355 76,467 67,792 132,145 129,783: 14,750 17,112 Old : 146,895: 18,323 24,636 37,355 76,467 67,792 132,145 129,783: 14,750 17,112 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 27, 2011 : : -2,345: -1,060 -42 -3,479 3,301 -2,692 -1,238 -6,213: -1,107 3,868 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 16.8 25.4 52.1 46.1 90.0 88.4: 10.0 11.6 Old : 100.0: 12.5 16.8 25.4 52.1 46.1 90.0 88.4: 10.0 11.6 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 : 101: 33 24 45 26 28 85 85: Old : 101: 33 24 45 26 28 85 85: 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 : 35.7 30.4 45.9 45.1 18.8 20.4 23.6 26.7 Old : 35.7 30.4 45.9 45.1 18.8 20.4 23.6 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2011