VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 411,321
COMMITMENTS
142,184 243,666 94,326 149,862 44,493 386,372 382,485 24,949 28,836
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -51,453)
8,620 1,177 -35,133 -22,563 -14,786 -49,076 -48,742 -2,377 -2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 59.2 22.9 36.4 10.8 93.9 93.0 6.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
57 97 69 33 27 133 159
Updated December 30, 2016