VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 06, 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 : 431,627: 142,264 237,671 99,844 161,655 64,020 403,763 401,535: 27,864 30,092 Old : 431,627: 142,264 237,671 99,844 161,655 64,020 403,763 401,535: 27,864 30,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 29, 2016 : : 22,741: -10,809 16,935 15,258 21,141 -5,491 25,590 26,702: -2,849 -3,961 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 55.1 23.1 37.5 14.8 93.5 93.0: 6.5 7.0 Old : 100.0: 33.0 55.1 23.1 37.5 14.8 93.5 93.0: 6.5 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 : 210: 57 102 73 36 31 144 164: Old : 210: 57 102 73 36 31 144 164: 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 : 40.0 20.5 50.3 34.2 34.7 18.9 41.8 29.5 Old : 40.0 20.5 50.3 34.2 34.7 18.9 41.8 29.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016