VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 632,116 COMMITMENTS 183,127 297,889 209,575 210,477 85,349 603,179 592,813 28,937 39,303 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,217) 5,792 17,598 -6,607 7,829 -6,144 7,014 4,847 -3,797 -1,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 47.1 33.2 33.3 13.5 95.4 93.8 4.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 91 121 101 44 37 193 210
Updated December 1, 2017