VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 601,319
COMMITMENTS
178,325 291,771 159,540 230,767 112,387 568,632 563,698 32,687 37,621
CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,701)
6,616 19,501 4,904 -8,435 -23,732 3,085 673 -384 2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 48.5 26.5 38.4 18.7 94.6 93.7 5.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
95 98 95 37 32 181 187
Updated March 24, 2017