VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 431,627
COMMITMENTS
142,264 237,671 99,844 161,655 64,020 403,763 401,535 27,864 30,092
CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 22,741)
-10,809 16,935 15,258 21,141 -5,491 25,590 26,702 -2,849 -3,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 55.1 23.1 37.5 14.8 93.5 93.0 6.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
57 102 73 36 31 144 164
Updated December 9, 2016