VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 640,509
COMMITMENTS
156,892 329,287 194,610 255,648 82,360 607,150 606,257 33,359 34,252
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -64,322)
-18,277 -17,069 -11,599 -27,717 -24,548 -57,593 -53,216 -6,729 -11,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 51.4 30.4 39.9 12.9 94.8 94.7 5.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
88 122 101 42 30 191 208
Updated September 29, 2017