VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 373,381
COMMITMENTS
124,588 194,270 75,703 147,115 75,820 347,406 345,793 25,975 27,588
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 7,767)
1,771 -2,984 577 2,955 10,940 5,303 8,533 2,464 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 52.0 20.3 39.4 20.3 93.0 92.6 7.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
62 81 73 35 34 141 155
Updated June 19, 2015