VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 577,687
COMMITMENTS
152,982 271,908 163,220 227,332 108,631 543,534 543,759 34,153 33,928
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 52,531)
32,144 48,658 -7,645 26,577 10,749 51,076 51,762 1,455 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 47.1 28.3 39.4 18.8 94.1 94.1 5.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
89 102 90 38 28 180 180
Updated June 2, 2017