VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 389,937: 136,852 200,230 88,954 137,605 71,175 363,411 360,359: 26,526 29,578 Old : 389,937: 136,852 200,230 88,954 137,605 71,175 363,411 360,359: 26,526 29,578 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 15, 2016 : : -61,294: 5,661 19,857 -51,157 -9,849 -20,754 -55,345 -52,054: -5,949 -9,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 51.3 22.8 35.3 18.3 93.2 92.4: 6.8 7.6 Old : 100.0: 35.1 51.3 22.8 35.3 18.3 93.2 92.4: 6.8 7.6 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 : 211: 56 101 75 35 32 143 166: Old : 211: 56 101 75 35 32 143 166: 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 : 43.2 20.5 53.3 32.0 37.1 18.2 44.6 27.4 Old : 43.2 20.5 53.3 32.0 37.1 18.2 44.6 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016