VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 603,600 COMMITMENTS 154,028 283,434 185,742 228,088 95,053 567,858 564,229 35,742 39,371 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -68,200) -40,915 -66,550 -807 -22,720 -6,841 -64,442 -74,198 -3,758 5,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 47.0 30.8 37.8 15.7 94.1 93.5 5.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 95 104 107 42 34 199 196
Updated August 18, 2017