VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 01, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 330,119: 128,624 96,385 67,611 103,117 133,732 299,352 297,728: 30,767 32,391 Old : 330,119: 128,624 96,385 67,611 103,117 133,732 299,352 297,728: 30,767 32,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 11,520: 10,828 -4,580 3,465 -975 12,801 13,318 11,686: -1,798 -166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 29.2 20.5 31.2 40.5 90.7 90.2: 9.3 9.8 Old : 100.0: 39.0 29.2 20.5 31.2 40.5 90.7 90.2: 9.3 9.8 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 : 179: 62 67 72 37 33 138 139: Old : 179: 62 67 72 37 33 138 139: 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 : 26.3 29.3 39.3 44.3 19.6 25.9 27.8 35.9 Old : 26.3 29.3 39.3 44.3 19.6 25.9 27.8 35.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015