VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 266,868
COMMITMENTS
100,141 73,435 76,129 68,642 95,764 244,912 245,328 21,956 21,540
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 5,264)
-3,704 -10,692 13,569 792 5,273 10,657 8,150 -5,393 -2,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 27.5 28.5 25.7 35.9 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
62 48 67 31 33 130 120
Updated February 19, 2016