VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 480,876
COMMITMENTS
140,712 267,046 130,774 181,205 48,817 452,691 446,637 28,185 34,239
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,864)
-7,924 -15,814 9,242 809 7,382 2,127 810 737 2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 55.5 27.2 37.7 10.2 94.1 92.9 5.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
76 99 83 36 25 161 169
Updated February 3, 2017