VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 677,160
COMMITMENTS
171,358 346,023 197,345 273,343 95,347 642,046 638,715 35,114 38,445
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 7,928)
-5,123 -1,082 2,301 9,273 5,729 6,451 6,948 1,477 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 51.1 29.1 40.4 14.1 94.8 94.3 5.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
90 125 106 45 34 201 212
Updated October 13, 2017