VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 389,937
COMMITMENTS
136,852 200,230 88,954 137,605 71,175 363,411 360,359 26,526 29,578
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -61,294)
5,661 19,857 -51,157 -9,849 -20,754 -55,345 -52,054 -5,949 -9,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 51.3 22.8 35.3 18.3 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
56 101 75 35 32 143 166
Updated November 25, 2016