VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 478,012
COMMITMENTS
148,636 282,860 121,532 180,396 41,435 450,564 445,827 27,448 32,185
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -59,644)
-10,148 -8,343 -20,466 -13,740 -16,863 -44,354 -45,672 -15,290 -13,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 59.2 25.4 37.7 8.7 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
69 111 81 34 26 151 179
Updated January 27, 2017