VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 525,156 COMMITMENTS 120,838 223,250 170,865 200,755 97,882 492,458 491,997 32,698 33,159 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -95,110) -52,862 -92,810 10,013 -45,797 -7,328 -88,646 -90,125 -6,464 -4,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 42.5 32.5 38.2 18.6 93.8 93.7 6.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 83 85 83 36 30 166 162
Updated May 26, 2017