VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 248,064
COMMITMENTS
101,824 75,923 65,858 58,541 84,442 226,223 226,223 21,841 21,841
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -18,804)
1,683 2,488 -10,271 -10,101 -11,322 -18,689 -19,105 -115 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 30.6 26.5 23.6 34.0 91.2 91.2 8.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
54 46 61 27 30 119 108
Updated February 26, 2016