VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 411,436
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 TRADER
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