VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 598,618
COMMITMENTS
171,709 272,270 154,636 239,202 136,119 565,547 563,025 33,071 35,593
CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,706)
-3,648 -2,702 -10,369 14,123 15,180 106 2,109 1,600 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 45.5 25.8 40.0 22.7 94.5 94.1 5.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
97 98 94 42 32 188 185
Updated March 17, 2017