VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 659,250
COMMITMENTS
184,331 337,640 212,534 230,289 68,897 627,154 619,071 32,096 40,179
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 31,094)
11,137 19,146 1,188 23,331 6,388 35,656 26,722 -4,562 4,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 51.2 32.2 34.9 10.5 95.1 93.9 4.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
93 122 106 46 36 204 209
Updated November 10, 2017