VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 620,266 COMMITMENTS 173,700 316,060 160,852 246,552 105,210 581,104 582,122 39,162 38,144 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 22,324) 12,261 38,947 422 9,885 -16,198 22,568 23,171 -244 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 51.0 25.9 39.7 17.0 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 86 114 103 39 35 185 204
Updated May 19, 2017