VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 576,528
COMMITMENTS
145,230 255,518 171,410 229,232 116,536 545,872 543,464 30,656 33,064
CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 13,837)
7,795 -5,553 -2,052 11,935 22,566 17,678 14,961 -3,841 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 44.3 29.7 39.8 20.2 94.7 94.3 5.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
93 99 98 42 32 191 185
Updated July 14, 2017