VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 27, 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 : 473,209: 139,230 228,370 122,365 186,377 90,344 447,972 441,079: 25,237 32,130 Old : 473,209: 139,230 228,370 122,365 186,377 90,344 447,972 441,079: 25,237 32,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 20, 2016 : : 2,104: 18,469 20,008 -15,865 1,103 892 3,707 5,035: -1,603 -2,931 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 48.3 25.9 39.4 19.1 94.7 93.2: 5.3 6.8 Old : 100.0: 29.4 48.3 25.9 39.4 19.1 94.7 93.2: 5.3 6.8 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 : 206: 57 100 76 35 33 140 168: Old : 206: 57 100 76 35 33 140 168: 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 : 48.7 22.0 58.7 35.5 36.6 17.8 42.7 26.7 Old : 48.7 22.0 58.7 35.5 36.6 17.8 42.7 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016