VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 611,661
COMMITMENTS
202,086 338,727 149,518 225,612 91,114 577,216 579,359 34,445 32,302
CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -5,896)
18,123 14,396 -9,454 -13,550 -8,117 -4,881 -3,175 -1,015 -2,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 55.4 24.4 36.9 14.9 94.4 94.7 5.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
107 118 90 37 35 195 205
Updated July 28, 2017