VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 17, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 154,301: 13,992 31,297 33,313 83,935 70,669 131,240 135,279: 23,061 19,022
Old : 154,301: 13,992 31,297 33,313 83,935 70,669 131,240 135,279: 23,061 19,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 10,266: 1,989 -919 2,696 -1,559 2,755 3,126 4,532: 7,140 5,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 20.3 21.6 54.4 45.8 85.1 87.7: 14.9 12.3
Old : 100.0: 9.1 20.3 21.6 54.4 45.8 85.1 87.7: 14.9 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 : 78: 24 23 26 26 22 64 61:
Old : 78: 24 23 26 26 22 64 61:
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 : 37.7 32.7 50.6 48.7 29.3 23.7 35.2 32.8
Old : 37.7 32.7 50.6 48.7 29.3 23.7 35.2 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012