VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 09, 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 : 261,604: 103,845 84,127 62,560 67,850 90,491 234,255 237,178: 27,349 24,426 Old : 261,604: 103,845 84,127 62,560 67,850 90,491 234,255 237,178: 27,349 24,426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2016 : : 8,991: 1,708 4,500 -3,011 6,708 10,120 5,405 11,609: 3,586 -2,618 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 32.2 23.9 25.9 34.6 89.5 90.7: 10.5 9.3 Old : 100.0: 39.7 32.2 23.9 25.9 34.6 89.5 90.7: 10.5 9.3 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 : 154: 62 45 67 29 30 127 118: Old : 154: 62 45 67 29 30 127 118: 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 : 28.1 28.6 38.8 40.7 17.3 19.1 24.4 28.3 Old : 28.1 28.6 38.8 40.7 17.3 19.1 24.4 28.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016