VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 470,700
COMMITMENTS
103,935 189,582 160,493 174,474 92,855 438,902 442,930 31,798 27,770
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -74,227)
-27,849 -25,839 -5,196 -35,022 -29,708 -68,067 -60,743 -6,160 -13,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 40.3 34.1 37.1 19.7 93.2 94.1 6.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
81 87 88 36 29 166 165
Updated April 21, 2017