VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 03, 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 : 451,899: 153,857 231,284 97,432 178,041 94,403 429,330 423,119: 22,569 28,780 Old : 451,899: 153,857 231,284 97,432 178,041 94,403 429,330 423,119: 22,569 28,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2016 : : 3,286: -10,518 -8,941 6,897 3,931 2,062 310 18: 2,976 3,268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 51.2 21.6 39.4 20.9 95.0 93.6: 5.0 6.4 Old : 100.0: 34.0 51.2 21.6 39.4 20.9 95.0 93.6: 5.0 6.4 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 : 201: 47 100 79 36 33 137 168: Old : 201: 47 100 79 36 33 137 168: 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 : 50.7 22.4 59.3 36.0 41.0 18.1 47.5 26.3 Old : 50.7 22.4 59.3 36.0 41.0 18.1 47.5 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016