VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 473,209
COMMITMENTS
139,230 228,370 122,365 186,377 90,344 447,972 441,079 25,237 32,130
CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,104)
18,469 20,008 -15,865 1,103 892 3,707 5,035 -1,603 -2,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 48.3 25.9 39.4 19.1 94.7 93.2 5.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 100 76 35 33 140 168
Updated September 30, 2016