VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 701,927
COMMITMENTS
185,078 353,649 214,000 267,265 96,940 666,343 664,589 35,584 37,338
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 24,767)
13,720 7,626 16,655 -6,078 1,593 24,297 25,874 470 -1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 50.4 30.5 38.1 13.8 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
95 126 105 41 38 195 221
Updated October 20, 2017