VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 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 : 541,636: 184,771 298,859 128,949 204,293 83,679 518,013 511,487: 23,623 30,149 Old : 541,636: 184,771 298,859 128,949 204,293 83,679 518,013 511,487: 23,623 30,149 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2016 : : -986: 1,927 -2,802 -8,803 9,515 11,819 2,639 214: -3,625 -1,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 55.2 23.8 37.7 15.4 95.6 94.4: 4.4 5.6 Old : 100.0: 34.1 55.2 23.8 37.7 15.4 95.6 94.4: 4.4 5.6 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 : 238: 63 113 96 43 35 174 189: Old : 238: 63 113 96 43 35 174 189: 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 : 45.0 19.7 54.3 34.2 37.1 18.8 43.0 29.8 Old : 45.0 19.7 54.3 34.2 37.1 18.8 43.0 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016