VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 540,301
COMMITMENTS
151,238 257,913 141,644 214,612 104,928 507,494 504,485 32,807 35,816
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 48,115)
-1,917 35,940 13,108 40,391 2,819 51,582 51,867 -3,467 -3,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 47.7 26.2 39.7 19.4 93.9 93.4 6.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
91 98 85 37 30 173 177
Updated May 5, 2017