VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 17, 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 : 464,177: 145,905 240,721 110,510 182,019 78,890 438,434 430,121: 25,743 34,056 Old : 464,177: 145,905 240,721 110,510 182,019 78,890 438,434 430,121: 25,743 34,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 10, 2016 : : 680: -6,992 -241 -3,376 6,987 -1,736 -3,381 -5,353: 4,061 6,033 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 51.9 23.8 39.2 17.0 94.5 92.7: 5.5 7.3 Old : 100.0: 31.4 51.9 23.8 39.2 17.0 94.5 92.7: 5.5 7.3 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 : 210: 45 106 85 37 36 144 177: Old : 210: 45 106 85 37 36 144 177: 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 : 47.4 21.0 57.1 34.0 40.9 19.0 46.7 27.7 Old : 47.4 21.0 57.1 34.0 40.9 19.0 46.7 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016