VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 445,922
COMMITMENTS
128,280 230,858 119,221 168,326 63,597 415,827 413,676 30,095 32,246
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 14,295)
-13,984 -6,813 19,377 6,671 -423 12,064 12,141 2,231 2,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 51.8 26.7 37.7 14.3 93.3 92.8 6.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
63 99 78 36 29 152 163
Updated December 16, 2016