VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 436,770
COMMITMENTS
167,134 248,626 102,406 146,983 60,479 416,523 411,511 20,247 25,259
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -37,049)
19,102 25,954 -39,904 -16,867 -22,880 -37,669 -36,830 620 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 56.9 23.4 33.7 13.8 95.4 94.2 4.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 110 78 35 34 148 181
Updated October 28, 2016