VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 273,237
COMMITMENTS
114,015 90,715 70,215 66,969 86,388 251,199 247,318 22,038 25,919
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 25,173)
12,191 14,792 4,357 8,428 1,946 24,976 21,095 197 4,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 33.2 25.7 24.5 31.6 91.9 90.5 8.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
63 50 65 29 31 125 122
Updated March 4, 2016