VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 632,465 COMMITMENTS 166,181 296,012 172,761 260,761 129,222 599,703 597,995 32,762 34,470 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 17,704) 11,574 5,552 3,773 5,074 7,159 20,421 16,484 -2,717 1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 46.8 27.3 41.2 20.4 94.8 94.5 5.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 101 106 104 39 32 199 197
Updated June 16, 2017