VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 620,266
COMMITMENTS
173,700 316,060 160,852 246,552 105,210 581,104 582,122 39,162 38,144
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 22,324)
12,261 38,947 422 9,885 -16,198 22,568 23,171 -244 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 51.0 25.9 39.7 17.0 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
86 114 103 39 35 185 204
Updated May 19, 2017