VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 640,340
COMMITMENTS
167,336 291,163 218,545 220,101 91,397 605,982 601,105 34,358 39,235
CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 21,615)
-12,025 -9,526 21,626 13,278 8,897 22,879 20,997 -1,264 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 45.5 34.1 34.4 14.3 94.6 93.9 5.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
80 118 110 42 32 192 204
Updated September 15, 2017