VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 596,912 COMMITMENTS 175,357 274,972 165,005 225,079 120,939 565,441 560,916 31,471 35,996 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 11,226) -5,156 853 -6,725 23,973 18,554 12,092 12,682 -866 -1,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 46.1 27.6 37.7 20.3 94.7 94.0 5.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 89 104 96 41 31 184 190
Updated March 10, 2017