VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 10, 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 : 144,035: 12,003 32,216 30,617 85,494 67,914 128,114 130,747: 15,921 13,288
Old : 144,035: 12,003 32,216 30,617 85,494 67,914 128,114 130,747: 15,921 13,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2012 :
: 15,767: 1,688 7,727 -519 12,995 10,992 14,164 18,200: 1,603 -2,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 22.4 21.3 59.4 47.2 88.9 90.8: 11.1 9.2
Old : 100.0: 8.3 22.4 21.3 59.4 47.2 88.9 90.8: 11.1 9.2
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 : 76: 27 20 25 24 23 64 58:
Old : 76: 27 20 25 24 23 64 58:
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 : 41.2 37.2 54.7 53.2 33.7 28.7 38.2 38.6
Old : 41.2 37.2 54.7 53.2 33.7 28.7 38.2 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2012