VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 24, 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 : 151,622: 25,096 42,845 39,257 79,472 66,129 143,825 148,231: 7,797 3,391
Old : 151,622: 25,096 42,845 39,257 79,472 66,129 143,825 148,231: 7,797 3,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2012 :
: -2,679: 11,104 11,548 5,944 -4,463 -4,540 12,585 12,952: -15,264 -15,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 28.3 25.9 52.4 43.6 94.9 97.8: 5.1 2.2
Old : 100.0: 16.6 28.3 25.9 52.4 43.6 94.9 97.8: 5.1 2.2
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 : 78: 28 21 26 23 21 63 58:
Old : 78: 28 21 26 23 21 63 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 : 44.9 35.7 60.5 56.0 37.3 26.4 43.0 38.9
Old : 44.9 35.7 60.5 56.0 37.3 26.4 43.0 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2012