VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 293,296
COMMITMENTS
128,139 107,021 70,574 73,335 89,738 272,048 267,333 21,248 25,963
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 20,059)
14,124 16,306 359 6,366 3,350 20,849 20,015 -790 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 36.5 24.1 25.0 30.6 92.8 91.1 7.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
58 64 74 34 35 135 141
Updated March 11, 2016