VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 336,956
COMMITMENTS
117,666 152,465 67,528 127,241 86,090 312,435 306,083 24,521 30,873
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -29,580)
-18,492 -35,973 -4,229 -9,281 10,641 -32,002 -29,561 2,422 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 45.2 20.0 37.8 25.5 92.7 90.8 7.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
63 65 74 36 31 145 138
Updated July 6, 2015