VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 473,819
COMMITMENTS
148,032 222,672 142,310 163,850 83,359 454,192 448,341 19,627 25,478
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -18,213)
-10,288 -23,656 22,416 -22,310 -8,742 -10,182 -9,982 -8,031 -8,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 47.0 30.0 34.6 17.6 95.9 94.6 4.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
63 102 82 36 38 152 180
Updated October 21, 2016