VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 322,164
COMMITMENTS
142,039 145,993 73,597 83,670 77,988 299,306 297,578 22,858 24,586
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 9,714)
8,474 22,754 478 -1,456 -12,953 7,496 10,279 2,218 -565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 45.3 22.8 26.0 24.2 92.9 92.4 7.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
53 91 68 30 27 127 148
Updated March 25, 2016