VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 412,513: 145,947 192,880 104,943 139,009 86,501 389,899 384,324: 22,614 28,189 Old : 412,513: 145,947 192,880 104,943 139,009 86,501 389,899 384,324: 22,614 28,189 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 39,357: 35,526 32,342 6,277 1,936 5,097 43,739 43,716: -4,382 -4,359 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 46.8 25.4 33.7 21.0 94.5 93.2: 5.5 6.8 Old : 100.0: 35.4 46.8 25.4 33.7 21.0 94.5 93.2: 5.5 6.8 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 : 184: 58 75 70 36 31 140 138: Old : 184: 58 75 70 36 31 140 138: 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 : 51.4 22.8 59.6 37.3 40.9 19.0 45.7 29.7 Old : 51.4 22.8 59.6 37.3 40.9 19.0 45.7 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016