VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 622,772
COMMITMENTS
161,255 275,826 221,393 207,529 88,358 590,177 585,577 32,595 37,195
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -9,344)
-21,872 -22,063 11,818 -2,948 3,009 -13,002 -7,236 3,658 -2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 44.3 35.5 33.3 14.2 94.8 94.0 5.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
81 114 102 42 38 186 203
Updated December 8, 2017