VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 265,867
COMMITMENTS
105,018 113,420 69,556 75,073 60,586 249,647 243,562 16,220 22,305
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 16,074)
23,742 18,344 -5,918 -926 2,196 16,898 14,622 -824 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 42.7 26.2 28.2 22.8 93.9 91.6 6.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
64 55 59 26 27 123 116
Updated January 1, 2016