VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 669,232
COMMITMENTS
176,481 347,105 195,044 264,070 89,618 635,595 631,767 33,637 37,465
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 28,723)
19,589 17,818 434 8,422 7,258 28,445 25,510 278 3,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 51.9 29.1 39.5 13.4 95.0 94.4 5.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
90 122 101 43 32 196 205
Updated October 6, 2017