VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 156,992: 16,477 23,622 35,099 89,659 83,909 141,235 142,630: 15,757 14,362
Old : 156,992: 16,477 23,622 35,099 89,659 83,909 141,235 142,630: 15,757 14,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 6,562: 2,181 1,072 1,295 4,656 4,289 8,132 6,656: -1,570 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.0 22.4 57.1 53.4 90.0 90.9: 10.0 9.1
Old : 100.0: 10.5 15.0 22.4 57.1 53.4 90.0 90.9: 10.0 9.1
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 : 79: 29 21 29 24 23 67 62:
Old : 79: 29 21 29 24 23 67 62:
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 : 36.2 37.5 50.4 53.2 23.5 21.9 27.7 28.7
Old : 36.2 37.5 50.4 53.2 23.5 21.9 27.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011