VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 408,886: 153,073 220,736 84,586 140,514 69,511 378,173 374,833: 30,713 34,053 Old : 408,886: 153,073 220,736 84,586 140,514 69,511 378,173 374,833: 30,713 34,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 22, 2016 : : 18,949: 16,221 20,506 -4,368 2,909 -1,664 14,762 14,474: 4,187 4,475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 54.0 20.7 34.4 17.0 92.5 91.7: 7.5 8.3 Old : 100.0: 37.4 54.0 20.7 34.4 17.0 92.5 91.7: 7.5 8.3 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: 62 97 72 36 31 148 162: Old : 213: 62 97 72 36 31 148 162: 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 : 41.4 20.9 51.2 34.2 36.9 20.5 44.1 31.1 Old : 41.4 20.9 51.2 34.2 36.9 20.5 44.1 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016