VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 556,057
COMMITMENTS
151,413 256,707 176,645 196,691 84,420 524,749 517,772 31,308 38,285
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -47,543)
-2,615 -26,727 -9,097 -31,397 -10,633 -43,109 -46,457 -4,434 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 46.2 31.8 35.4 15.2 94.4 93.1 5.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
100 100 111 34 26 198 188
Updated August 25, 2017