VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 321,131
COMMITMENTS
127,448 131,175 87,993 82,318 74,653 297,759 293,821 23,372 27,310
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 8,791)
6,511 10,010 -714 5,460 914 11,257 10,210 -2,466 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 40.8 27.4 25.6 23.2 92.7 91.5 7.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
58 72 65 36 32 130 139
Updated November 6, 2015