VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 551,908 COMMITMENTS 181,605 283,836 147,434 190,058 85,093 519,097 516,363 32,811 35,545 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -89,851) 3,721 -14,710 -59,007 -33,206 -14,999 -88,492 -88,716 -1,359 -1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 51.4 26.7 34.4 15.4 94.1 93.6 5.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 85 107 94 38 27 176 187
Updated February 24, 2017