VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 562,064
COMMITMENTS
157,599 292,595 156,065 214,145 83,480 527,809 532,140 34,255 29,924
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -21,530)
10,927 2,078 -14,522 -14,732 -2,973 -18,327 -15,417 -3,203 -6,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 52.1 27.8 38.1 14.9 93.9 94.7 6.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
100 110 100 42 33 201 197
Updated June 30, 2017