VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 445,922 COMMITMENTS 128,280 230,858 119,221 168,326 63,597 415,827 413,676 30,095 32,246 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 14,295) -13,984 -6,813 19,377 6,671 -423 12,064 12,141 2,231 2,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 51.8 26.7 37.7 14.3 93.3 92.8 6.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 63 99 78 36 29 152 163
Updated December 16, 2016