VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 08, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 293,296: 128,139 107,021 70,574 73,335 89,738 272,048 267,333: 21,248 25,963 Old : 293,296: 128,139 107,021 70,574 73,335 89,738 272,048 267,333: 21,248 25,963 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : 20,059: 14,124 16,306 359 6,366 3,350 20,849 20,015: -790 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.7 36.5 24.1 25.0 30.6 92.8 91.1: 7.2 8.9 Old : 100.0: 43.7 36.5 24.1 25.0 30.6 92.8 91.1: 7.2 8.9 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 : 173: 58 64 74 34 35 135 141: Old : 173: 58 64 74 34 35 135 141: 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 : 39.0 27.4 49.5 37.5 28.8 19.0 34.7 27.9 Old : 39.0 27.4 49.5 37.5 28.8 19.0 34.7 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016