VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 330,119
COMMITMENTS
128,624 96,385 67,611 103,117 133,732 299,352 297,728 30,767 32,391
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 11,520)
10,828 -4,580 3,465 -975 12,801 13,318 11,686 -1,798 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 29.2 20.5 31.2 40.5 90.7 90.2 9.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
62 67 72 37 33 138 139
Updated September 4, 2015