VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 479,856 COMMITMENTS 144,680 270,860 120,805 181,551 54,447 447,036 446,112 32,820 33,744 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 68,420) 5,354 26,939 28,363 27,548 10,063 61,265 65,365 7,155 3,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 56.4 25.2 37.8 11.3 93.2 93.0 6.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 64 107 80 36 29 149 176
Updated January 13, 2017