VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($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