VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 603,600
COMMITMENTS
154,028 283,434 185,742 228,088 95,053 567,858 564,229 35,742 39,371
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -68,200)
-40,915 -66,550 -807 -22,720 -6,841 -64,442 -74,198 -3,758 5,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 47.0 30.8 37.8 15.7 94.1 93.5 5.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
95 104 107 42 34 199 196
Updated August 18, 2017