VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 324,542
COMMITMENTS
132,369 141,900 82,189 87,134 73,753 301,692 297,842 22,850 26,700
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,411)
4,921 10,725 -5,804 4,816 -900 3,933 4,021 -522 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 43.7 25.3 26.8 22.7 93.0 91.8 7.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
54 75 62 35 31 124 140
Updated November 13, 2015