VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 368,795
COMMITMENTS
131,776 172,630 75,018 139,155 90,052 345,949 337,700 22,846 31,095
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 38,828)
33,142 43,001 -5,786 11,877 726 39,233 37,941 -405 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 46.8 20.3 37.7 24.4 93.8 91.6 6.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
56 90 80 37 33 141 166
Updated July 24, 2015