VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 632,116
COMMITMENTS
183,127 297,889 209,575 210,477 85,349 603,179 592,813 28,937 39,303
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,217)
5,792 17,598 -6,607 7,829 -6,144 7,014 4,847 -3,797 -1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 47.1 33.2 33.3 13.5 95.4 93.8 4.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
91 121 101 44 37 193 210
Updated December 1, 2017