VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 585,686
COMMITMENTS
180,513 274,119 171,730 201,106 102,385 553,349 548,234 32,337 37,452
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 33,778)
-1,092 -9,717 24,296 11,048 17,292 34,252 31,871 -474 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 46.8 29.3 34.3 17.5 94.5 93.6 5.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
89 104 102 39 32 189 195
Updated March 3, 2017