VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 518,165
COMMITMENTS
140,516 235,010 145,068 199,602 102,577 485,186 482,655 32,979 35,510
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,685)
-10,720 -18,978 507 10,627 19,326 414 855 2,271 1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 45.4 28.0 38.5 19.8 93.6 93.1 6.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
91 89 87 38 33 170 177
Updated April 7, 2017