VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 451,231
COMMITMENTS
131,191 180,373 140,111 147,454 91,929 418,756 412,413 32,475 38,818
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 39,748)
-3,093 -3,804 30,261 8,848 1,196 36,016 27,653 3,732 12,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 40.0 31.1 32.7 20.4 92.8 91.4 7.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
57 106 92 34 30 150 178
Updated November 18, 2016