VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 277,758
COMMITMENTS
94,273 84,738 80,319 75,936 84,925 250,528 249,982 27,230 27,776
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 34,695)
14,796 -1,328 2,360 10,445 27,252 27,601 28,284 7,094 6,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 30.5 28.9 27.3 30.6 90.2 90.0 9.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
64 46 63 31 31 131 115
Updated January 22, 2016