VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 408,886
COMMITMENTS
153,073 220,736 84,586 140,514 69,511 378,173 374,833 30,713 34,053
CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 18,949)
16,221 20,506 -4,368 2,909 -1,664 14,762 14,474 4,187 4,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 54.0 20.7 34.4 17.0 92.5 91.7 7.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
62 97 72 36 31 148 162
Updated December 2, 2016