VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 10, 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 : 463,497: 152,897 240,962 113,886 175,032 80,626 441,815 435,474: 21,682 28,023 Old : 463,497: 152,897 240,962 113,886 175,032 80,626 441,815 435,474: 21,682 28,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2016 : : 11,598: -960 9,678 16,454 -3,009 -13,777 12,485 12,355: -887 -757 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 52.0 24.6 37.8 17.4 95.3 94.0: 4.7 6.0 Old : 100.0: 33.0 52.0 24.6 37.8 17.4 95.3 94.0: 4.7 6.0 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 : 220: 54 104 86 39 36 152 181: Old : 220: 54 104 86 39 36 152 181: 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 : 46.4 21.9 54.8 35.7 38.2 18.7 44.6 27.7 Old : 46.4 21.9 54.8 35.7 38.2 18.7 44.6 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016