VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 13, 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 : 445,922: 128,280 230,858 119,221 168,326 63,597 415,827 413,676: 30,095 32,246 Old : 445,922: 128,280 230,858 119,221 168,326 63,597 415,827 413,676: 30,095 32,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 6, 2016 : : 14,295: -13,984 -6,813 19,377 6,671 -423 12,064 12,141: 2,231 2,154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 51.8 26.7 37.7 14.3 93.3 92.8: 6.7 7.2 Old : 100.0: 28.8 51.8 26.7 37.7 14.3 93.3 92.8: 6.7 7.2 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 : 213: 63 99 78 36 29 152 163: Old : 213: 63 99 78 36 29 152 163: 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 : 38.8 19.9 49.5 33.4 33.0 18.7 39.7 28.3 Old : 38.8 19.9 49.5 33.4 33.0 18.7 39.7 28.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016