VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 632,465
COMMITMENTS
166,181 296,012 172,761 260,761 129,222 599,703 597,995 32,762 34,470
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 17,704)
11,574 5,552 3,773 5,074 7,159 20,421 16,484 -2,717 1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 46.8 27.3 41.2 20.4 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
101 106 104 39 32 199 197
Updated June 16, 2017