VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 322,164 COMMITMENTS 142,039 145,993 73,597 83,670 77,988 299,306 297,578 22,858 24,586 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 9,714) 8,474 22,754 478 -1,456 -12,953 7,496 10,279 2,218 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 45.3 22.8 26.0 24.2 92.9 92.4 7.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 53 91 68 30 27 127 148
Updated March 25, 2016