VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 332,413
COMMITMENTS
125,254 109,615 91,385 95,828 105,388 312,467 306,388 19,946 26,025
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 9,204)
7,852 13,270 5,874 -3,373 -13,333 10,353 5,811 -1,149 3,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 33.0 27.5 28.8 31.7 94.0 92.2 6.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
65 51 72 33 33 129 131
Updated October 16, 2015