VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 462,774
COMMITMENTS
133,564 242,489 129,459 172,425 59,279 435,448 431,227 27,326 31,547
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 16,852)
5,284 11,631 10,238 4,099 -4,318 19,621 17,551 -2,769 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 52.4 28.0 37.3 12.8 94.1 93.2 5.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
72 100 88 33 27 155 174
Updated December 23, 2016