VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 373,156
COMMITMENTS
110,421 160,538 98,666 137,073 81,404 346,160 340,608 26,996 32,548
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -9,372)
-25,568 -21,118 8,221 -1,553 -1,983 -18,900 -14,880 9,528 5,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 43.0 26.4 36.7 21.8 92.8 91.3 7.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
56 59 70 32 32 128 131
Updated July 1, 2016