VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 281,186
COMMITMENTS
97,031 104,463 77,181 88,156 80,177 262,368 261,821 18,818 19,365
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,086)
-18,959 -21,707 6,456 -16 5,355 -12,519 -9,896 -1,567 -4,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 37.2 27.4 31.4 28.5 93.3 93.1 6.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
67 56 71 33 32 139 130
Updated December 18, 2015