VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 297,025
COMMITMENTS
110,256 121,156 74,955 91,042 82,075 276,253 278,186 20,772 18,839
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -27,517)
-22,113 -20,744 -7,234 3,908 8,322 -25,439 -19,656 -2,078 -7,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 40.8 25.2 30.7 27.6 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
64 62 70 35 33 137 136
Updated November 20, 2015