VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 313,001
COMMITMENTS
118,177 93,356 77,416 95,005 120,481 290,598 291,253 22,403 21,748
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -45,429)
-5,426 2,907 -24,943 -13,574 -20,329 -43,943 -42,365 -1,486 -3,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 29.8 24.7 30.4 38.5 92.8 93.1 7.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
64 47 61 34 30 126 116
Updated September 25, 2015