VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 1, 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 : 146,654: 17,103 19,053 32,768 70,078 69,607 119,949 121,428: 26,705 25,226
Old : 146,654: 17,103 19,053 32,768 70,078 69,607 119,949 121,428: 26,705 25,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 12,954: 385 -2,469 349 1,417 5,420 2,151 3,300: 10,803 9,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.0 22.3 47.8 47.5 81.8 82.8: 18.2 17.2
Old : 100.0: 11.7 13.0 22.3 47.8 47.5 81.8 82.8: 18.2 17.2
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 : 88: 30 23 31 24 24 72 68:
Old : 88: 30 23 31 24 24 72 68:
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 : 36.4 35.7 46.8 46.0 22.3 22.6 27.0 28.1
Old : 36.4 35.7 46.8 46.0 22.3 22.6 27.0 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011