VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 3, 2012
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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 : 128,268: 10,315 24,489 31,136 72,499 56,922 113,950 112,547: 14,318 15,721
Old : 128,268: 10,315 24,489 31,136 72,499 56,922 113,950 112,547: 14,318 15,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 830: -1,144 2,406 -578 835 -3,321 -887 -1,493: 1,717 2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 19.1 24.3 56.5 44.4 88.8 87.7: 11.2 12.3
Old : 100.0: 8.0 19.1 24.3 56.5 44.4 88.8 87.7: 11.2 12.3
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 : 65: 19 17 20 23 21 53 50:
Old : 65: 19 17 20 23 21 53 50:
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 : 40.5 33.5 55.3 51.0 25.9 18.4 30.8 29.1
Old : 40.5 33.5 55.3 51.0 25.9 18.4 30.8 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012