VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 657,946
COMMITMENTS
190,632 318,290 204,942 229,981 91,758 625,555 614,990 32,391 42,956
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,304)
6,301 -19,350 -7,592 -308 22,861 -1,599 -4,081 295 2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 48.4 31.1 35.0 13.9 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
91 131 106 42 35 193 217
Updated November 17, 2017