VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 617,557
COMMITMENTS
183,963 324,331 158,972 239,162 99,231 582,097 582,534 35,460 35,023
CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 41,029)
38,733 68,813 -12,438 9,930 -17,305 36,225 39,070 4,804 1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 52.5 25.7 38.7 16.1 94.3 94.3 5.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
108 108 97 40 37 198 204
Updated July 21, 2017