VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 578,391
COMMITMENTS
158,097 275,468 177,962 208,722 87,958 544,781 541,388 33,610 37,003
CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 22,334)
6,684 18,761 1,317 12,031 3,538 20,032 23,616 2,302 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 47.6 30.8 36.1 15.2 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
87 107 103 37 31 189 188
Updated September 1, 2017