VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 338,446 COMMITMENTS 142,035 155,824 79,519 94,498 77,029 316,052 312,372 22,394 26,074 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 16,282) -4 9,831 5,922 10,828 -959 16,746 14,794 -464 1,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 46.0 23.5 27.9 22.8 93.4 92.3 6.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 59 84 72 33 30 138 148
Updated April 1, 2016