VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 511,186 COMMITMENTS 190,777 257,476 125,702 170,561 99,218 487,040 482,396 24,146 28,790 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 44,953) 14,152 23,863 19,902 11,106 3,054 45,160 46,819 -207 -1,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 50.4 24.6 33.4 19.4 95.3 94.4 4.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 64 94 88 41 38 161 180
Updated July 22, 2016