VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 617,178
COMMITMENTS
173,734 322,482 194,874 213,437 62,349 582,045 579,705 35,133 37,473
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -84,749)
-11,344 -31,167 -19,126 -53,828 -34,591 -84,298 -84,884 -451 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 52.3 31.6 34.6 10.1 94.3 93.9 5.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
80 129 91 43 34 185 199
Updated October 27, 2017