VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 628,156
COMMITMENTS
173,194 318,494 211,346 206,958 62,509 591,498 592,349 36,658 35,807
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 10,978)
-540 -3,988 16,472 -6,479 160 9,453 12,644 1,525 -1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 50.7 33.6 32.9 10.0 94.2 94.3 5.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
81 113 89 42 36 179 192
Updated November 3, 2017