VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 252,613
COMMITMENTS
102,137 79,627 65,571 61,142 80,371 228,850 225,569 23,763 27,044
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,266)
5,423 -2,862 -10,548 6,551 12,476 1,426 -934 1,840 4,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 31.5 26.0 24.2 31.8 90.6 89.3 9.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
60 41 61 29 30 122 110
Updated February 5, 2016