VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 611,661 COMMITMENTS 202,086 338,727 149,518 225,612 91,114 577,216 579,359 34,445 32,302 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -5,896) 18,123 14,396 -9,454 -13,550 -8,117 -4,881 -3,175 -1,015 -2,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 55.4 24.4 36.9 14.9 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 107 118 90 37 35 195 205
Updated July 28, 2017