VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 266,868: 100,141 73,435 76,129 68,642 95,764 244,912 245,328: 21,956 21,540 Old : 266,868: 100,141 73,435 76,129 68,642 95,764 244,912 245,328: 21,956 21,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 5,264: -3,704 -10,692 13,569 792 5,273 10,657 8,150: -5,393 -2,886 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 27.5 28.5 25.7 35.9 91.8 91.9: 8.2 8.1 Old : 100.0: 37.5 27.5 28.5 25.7 35.9 91.8 91.9: 8.2 8.1 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 : 155: 62 48 67 31 33 130 120: Old : 155: 62 48 67 31 33 130 120: 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 : 26.4 31.0 37.1 43.7 17.3 21.1 24.7 28.1 Old : 26.4 31.0 37.1 43.7 17.3 21.1 24.7 28.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016