VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 492,032
COMMITMENTS
158,320 246,328 119,894 186,160 92,101 464,374 458,323 27,658 33,709
CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 9,422)
1,938 3,018 5,135 1,057 745 8,130 8,898 1,292 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 50.1 24.4 37.8 18.7 94.4 93.1 5.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
65 100 86 39 38 155 184
Updated October 14, 2016