VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 312,340
COMMITMENTS
120,937 121,165 88,707 76,858 73,739 286,502 283,611 25,838 28,729
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -21,185)
1,929 9,184 -4,952 -18,080 -26,528 -21,103 -22,296 -82 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 38.8 28.4 24.6 23.6 91.7 90.8 8.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
62 60 62 33 30 124 131
Updated October 30, 2015