VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 411,483
COMMITMENTS
134,284 184,177 109,850 138,606 90,733 382,740 384,760 28,743 26,723
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -17,309)
-12,747 -32,879 1,860 -10,152 15,869 -21,039 -15,150 3,730 -2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 44.8 26.7 33.7 22.1 93.0 93.5 7.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
67 95 82 36 35 155 169
Updated November 11, 2016