VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 31, 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 : 468,183: 169,964 260,313 107,256 168,503 70,920 445,723 438,489: 22,460 29,694 Old : 468,183: 169,964 260,313 107,256 168,503 70,920 445,723 438,489: 22,460 29,694 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 24, 2016 : : 29,828: 13,388 18,423 2,852 11,895 9,595 28,135 30,870: 1,693 -1,042 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 55.6 22.9 36.0 15.1 95.2 93.7: 4.8 6.3 Old : 100.0: 36.3 55.6 22.9 36.0 15.1 95.2 93.7: 4.8 6.3 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 : 218: 57 102 70 37 35 141 173: Old : 218: 57 102 70 37 35 141 173: 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 : 50.3 22.2 58.4 34.9 43.2 18.9 49.9 29.0 Old : 50.3 22.2 58.4 34.9 43.2 18.9 49.9 29.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016