VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 261,604
COMMITMENTS
103,845 84,127 62,560 67,850 90,491 234,255 237,178 27,349 24,426
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 8,991)
1,708 4,500 -3,011 6,708 10,120 5,405 11,609 3,586 -2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 32.2 23.9 25.9 34.6 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
62 45 67 29 30 127 118
Updated February 12, 2016