VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 614,761
COMMITMENTS
154,607 290,460 168,988 255,687 122,063 579,282 581,511 35,479 33,250
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 37,074)
1,625 18,552 5,768 28,355 13,432 35,748 37,752 1,326 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 47.2 27.5 41.6 19.9 94.2 94.6 5.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
93 106 97 39 30 189 190
Updated June 9, 2017