VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 436,770 COMMITMENTS 167,134 248,626 102,406 146,983 60,479 416,523 411,511 20,247 25,259 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -37,049) 19,102 25,954 -39,904 -16,867 -22,880 -37,669 -36,830 620 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 56.9 23.4 33.7 13.8 95.4 94.2 4.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 61 110 78 35 34 148 181
Updated October 28, 2016