VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 25, 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 : 436,770: 167,134 248,626 102,406 146,983 60,479 416,523 411,511: 20,247 25,259 Old : 436,770: 167,134 248,626 102,406 146,983 60,479 416,523 411,511: 20,247 25,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 18, 2016 : : -37,049: 19,102 25,954 -39,904 -16,867 -22,880 -37,669 -36,830: 620 -219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 56.9 23.4 33.7 13.8 95.4 94.2: 4.6 5.8 Old : 100.0: 38.3 56.9 23.4 33.7 13.8 95.4 94.2: 4.6 5.8 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 : 225: 61 110 78 35 34 148 181: Old : 225: 61 110 78 35 34 148 181: 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 : 51.8 22.4 61.7 35.9 42.7 20.9 48.8 30.1 Old : 51.8 22.4 61.7 35.9 42.7 20.9 48.8 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016