VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 22, 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 : 313,001: 118,177 93,356 77,416 95,005 120,481 290,598 291,253: 22,403 21,748 Old : 313,001: 118,177 93,356 77,416 95,005 120,481 290,598 291,253: 22,403 21,748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 15, 2015 : : -45,429: -5,426 2,907 -24,943 -13,574 -20,329 -43,943 -42,365: -1,486 -3,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 29.8 24.7 30.4 38.5 92.8 93.1: 7.2 6.9 Old : 100.0: 37.8 29.8 24.7 30.4 38.5 92.8 93.1: 7.2 6.9 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 : 156: 64 47 61 34 30 126 116: Old : 156: 64 47 61 34 30 126 116: 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 : 29.6 41.7 41.4 59.1 16.5 35.4 25.8 42.5 Old : 29.6 41.7 41.4 59.1 16.5 35.4 25.8 42.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015