VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 535,393
COMMITMENTS
152,010 263,807 163,929 189,487 73,817 505,426 501,553 29,967 33,840
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 54,517)
11,298 -3,239 33,155 8,282 25,000 52,735 54,916 1,782 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 49.3 30.6 35.4 13.8 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
87 109 91 39 31 180 190
Updated February 10, 2017