VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 411,436
COMMITMENTS
139,326 243,921 92,442 154,003 44,384 385,771 380,747 25,665 30,689
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 115)
-2,858 255 -1,884 4,141 -109 -601 -1,738 716 1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 59.3 22.5 37.4 10.8 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
58 97 71 33 25 135 159
Updated January 6, 2017