VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 525,156
COMMITMENTS
120,838 223,250 170,865 200,755 97,882 492,458 491,997 32,698 33,159
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -95,110)
-52,862 -92,810 10,013 -45,797 -7,328 -88,646 -90,125 -6,464 -4,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 42.5 32.5 38.2 18.6 93.8 93.7 6.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
83 85 83 36 30 166 162
Updated May 26, 2017