VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 304,870
COMMITMENTS
115,350 85,121 72,647 94,978 123,467 282,975 281,235 21,895 23,635
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -8,131)
-2,827 -8,235 -4,769 -27 2,986 -7,623 -10,018 -508 1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 27.9 23.8 31.2 40.5 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
72 48 70 35 30 139 124
Updated October 2, 2015