VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 479,856
COMMITMENTS
144,680 270,860 120,805 181,551 54,447 447,036 446,112 32,820 33,744
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 68,420)
5,354 26,939 28,363 27,548 10,063 61,265 65,365 7,155 3,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 56.4 25.2 37.8 11.3 93.2 93.0 6.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
64 107 80 36 29 149 176
Updated January 13, 2017