VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 133,700: 16,718 21,522 32,419 68,661 64,187 117,798 118,128: 15,902 15,572
Old : 133,700: 16,718 21,522 32,419 68,661 64,187 117,798 118,128: 15,902 15,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2011 :
: -14,883: 390 -6,893 -2,932 -10,268 -1,687 -12,810 -11,512: -2,073 -3,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 16.1 24.2 51.4 48.0 88.1 88.4: 11.9 11.6
Old : 100.0: 12.5 16.1 24.2 51.4 48.0 88.1 88.4: 11.9 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 : 83: 26 21 33 22 24 68 68:
Old : 83: 26 21 33 22 24 68 68:
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 : 39.3 38.4 50.1 50.7 22.9 26.2 28.8 31.9
Old : 39.3 38.4 50.1 50.7 22.9 26.2 28.8 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2011