VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 622,772 COMMITMENTS 161,255 275,826 221,393 207,529 88,358 590,177 585,577 32,595 37,195 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -9,344) -21,872 -22,063 11,818 -2,948 3,009 -13,002 -7,236 3,658 -2,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 44.3 35.5 33.3 14.2 94.8 94.0 5.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 81 114 102 42 38 186 203
Updated December 8, 2017