VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 243,307
COMMITMENTS
83,445 93,257 66,347 75,270 62,489 225,062 222,093 18,245 21,214
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -22,560)
-21,573 -20,163 -3,209 197 1,903 -24,585 -21,469 2,025 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 38.3 27.3 30.9 25.7 92.5 91.3 7.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
66 43 58 25 27 122 108
Updated January 8, 2016