VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 333,525
COMMITMENTS
119,008 111,981 93,659 94,938 100,267 307,605 305,907 25,920 27,618
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,112)
-6,246 2,366 2,274 -890 -5,121 -4,862 -481 5,974 1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 33.6 28.1 28.5 30.1 92.2 91.7 7.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
61 61 74 39 37 137 143
Updated October 23, 2015