VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 651,180
COMMITMENTS
172,521 294,630 236,674 208,703 81,495 617,898 612,799 33,282 38,381
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 28,408)
11,266 18,804 15,281 1,174 -6,863 27,721 27,222 687 1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 45.2 36.3 32.0 12.5 94.9 94.1 5.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
92 119 113 39 38 198 215
Updated December 15, 2017