VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 556,057 COMMITMENTS 151,413 256,707 176,645 196,691 84,420 524,749 517,772 31,308 38,285 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -47,543) -2,615 -26,727 -9,097 -31,397 -10,633 -43,109 -46,457 -4,434 -1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 46.2 31.8 35.4 15.2 94.4 93.1 5.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 100 100 111 34 26 198 188
Updated August 25, 2017