VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 316,571
COMMITMENTS
103,543 125,534 68,731 122,315 93,941 294,589 288,206 21,982 28,365
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -20,385)
-14,123 -26,931 1,203 -4,926 7,851 -17,846 -17,877 -2,539 -2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 39.7 21.7 38.6 29.7 93.1 91.0 6.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
60 65 71 36 31 138 138
Updated July 10, 2015