VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 597,942
COMMITMENTS
161,439 277,113 160,430 236,667 121,408 558,536 558,951 39,406 38,991
CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 57,641)
10,201 19,200 18,786 22,055 16,480 51,042 54,466 6,599 3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 46.3 26.8 39.6 20.3 93.4 93.5 6.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
92 102 93 37 30 180 184
Updated May 12, 2017