VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 515,480
COMMITMENTS
151,236 253,988 144,561 188,975 83,251 484,772 481,800 30,708 33,680
CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -85,839)
-27,089 -37,783 -14,979 -41,792 -29,136 -83,860 -81,898 -1,979 -3,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 49.3 28.0 36.7 16.2 94.0 93.5 6.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
83 93 88 37 28 167 169
Updated June 6, 2017