VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 671,800
COMMITMENTS
194,943 349,984 186,549 250,808 101,894 632,300 638,427 39,500 33,373
CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 32,995)
15,467 12,394 16,052 -2,109 4,467 29,410 32,913 3,585 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 52.1 27.8 37.3 15.2 94.1 95.0 5.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
116 122 106 39 30 215 208
Updated August 11, 2017