VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 618,725
COMMITMENTS
179,361 300,689 196,919 206,823 82,500 583,103 580,108 35,622 38,617
CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 40,334)
21,264 25,221 18,957 -1,899 -5,458 38,322 38,720 2,012 1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 48.6 31.8 33.4 13.3 94.2 93.8 5.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
92 109 109 38 28 193 196
Updated September 8, 2017