VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 704,831
COMMITMENTS
175,169 346,356 206,209 283,365 106,908 664,743 659,473 40,088 45,358
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 64,491)
7,833 55,193 -12,336 63,264 15,511 58,761 58,368 5,730 6,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 49.1 29.3 40.2 15.2 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
87 122 106 44 32 194 209
Updated September 22, 2017