VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 657,946 COMMITMENTS 190,632 318,290 204,942 229,981 91,758 625,555 614,990 32,391 42,956 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,304) 6,301 -19,350 -7,592 -308 22,861 -1,599 -4,081 295 2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 48.4 31.1 35.0 13.9 95.1 93.5 4.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 91 131 106 42 35 193 217
Updated November 17, 2017