VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/18/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 344,113
COMMITMENTS
120,376 175,270 64,812 135,780 74,426 320,968 314,508 23,145 29,605
CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -6,527)
-3,258 -10,820 -3,385 392 7,647 -6,251 -6,558 -276 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 50.9 18.8 39.5 21.6 93.3 91.4 6.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
71 97 80 36 31 150 175
Updated August 21, 2015