VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 547,744: 177,715 311,446 133,071 209,482 70,562 520,268 515,079: 27,476 32,665 Old : 547,744: 177,715 311,446 133,071 209,482 70,562 520,268 515,079: 27,476 32,665 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 30, 2016 : : 36,503: 2,105 8,115 21,319 11,315 8,681 34,739 38,115: 1,764 -1,612 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 56.9 24.3 38.2 12.9 95.0 94.0: 5.0 6.0 Old : 100.0: 32.4 56.9 24.3 38.2 12.9 95.0 94.0: 5.0 6.0 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 : 244: 67 115 94 43 35 171 197: Old : 244: 67 115 94 43 35 171 197: 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 : 45.1 18.8 54.2 31.4 39.1 18.7 44.3 29.4 Old : 45.1 18.8 54.2 31.4 39.1 18.7 44.3 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016