VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 562,691
COMMITMENTS
137,435 261,071 173,462 217,297 93,970 528,194 528,503 34,497 34,188
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 627)
-20,164 -31,524 17,397 3,152 10,490 385 -3,637 242 4,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 46.4 30.8 38.6 16.7 93.9 93.9 6.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
88 107 94 44 33 191 190
Updated July 7, 2017