VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 13, 2016
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 478,117: 118,356 231,231 127,283 204,313 86,173 449,952 444,687: 28,165 33,430
Old : 478,117: 118,356 231,231 127,283 204,313 86,173 449,952 444,687: 28,165 33,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -69,627: -59,359 -80,215 -5,788 -5,169 15,611 -70,316 -70,392: 689 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 48.4 26.6 42.7 18.0 94.1 93.0: 5.9 7.0
Old : 100.0: 24.8 48.4 26.6 42.7 18.0 94.1 93.0: 5.9 7.0
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 : 209: 63 94 85 37 38 158 168:
Old : 209: 63 94 85 37 38 158 168:
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 : 46.1 19.5 55.0 31.7 35.4 16.4 40.7 23.8
Old : 46.1 19.5 55.0 31.7 35.4 16.4 40.7 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016