VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 640,340 COMMITMENTS 167,336 291,163 218,545 220,101 91,397 605,982 601,105 34,358 39,235 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 21,615) -12,025 -9,526 21,626 13,278 8,897 22,879 20,997 -1,264 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 45.5 34.1 34.4 14.3 94.6 93.9 5.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 80 118 110 42 32 192 204
Updated September 15, 2017