VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 6, 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 : 166,198: 20,479 35,418 33,990 93,558 79,030 148,027 148,438: 18,171 17,760
Old : 166,198: 20,479 35,418 33,990 93,558 79,030 148,027 148,438: 18,171 17,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 3,906: -1,192 350 -4,626 5,624 4,746 -194 470: 4,100 3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.3 20.5 56.3 47.6 89.1 89.3: 10.9 10.7
Old : 100.0: 12.3 21.3 20.5 56.3 47.6 89.1 89.3: 10.9 10.7
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 : 105: 26 29 49 28 28 92 88:
Old : 105: 26 29 49 28 28 92 88:
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 : 32.2 34.1 44.1 45.9 25.8 27.5 33.0 34.4
Old : 32.2 34.1 44.1 45.9 25.8 27.5 33.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011