VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 482,610
COMMITMENTS
156,382 243,310 114,759 185,103 91,356 456,244 449,425 26,366 33,185
CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 9,401)
17,152 14,940 -7,606 -1,274 1,012 8,272 8,346 1,129 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 50.4 23.8 38.4 18.9 94.5 93.1 5.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
67 102 85 36 35 155 179
Updated October 7, 2016