VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 428,792
COMMITMENTS
147,031 217,056 107,990 148,758 74,864 403,779 399,910 25,013 28,882
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,978)
-20,103 -31,570 5,584 1,775 14,385 -12,744 -11,601 4,766 3,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 50.6 25.2 34.7 17.5 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
64 95 76 31 33 142 167
Updated November 4, 2016