VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 537,656
COMMITMENTS
158,784 291,203 141,998 194,136 58,298 494,918 491,499 42,738 46,157
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 57,800)
14,104 20,343 21,193 12,585 3,851 47,882 45,387 9,918 12,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 54.2 26.4 36.1 10.8 92.1 91.4 7.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
72 109 85 35 30 156 186
Updated January 20, 2017