VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 312,450
COMMITMENTS
133,565 123,239 73,119 85,126 90,941 291,810 287,299 20,640 25,151
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 19,154)
5,426 16,218 2,545 11,791 1,203 19,762 19,966 -608 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 39.4 23.4 27.2 29.1 93.4 92.0 6.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
55 76 74 34 34 140 146
Updated March 18, 2016