VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 338,446
COMMITMENTS
142,035 155,824 79,519 94,498 77,029 316,052 312,372 22,394 26,074
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 16,282)
-4 9,831 5,922 10,828 -959 16,746 14,794 -464 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 46.0 23.5 27.9 22.8 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
59 84 72 33 30 138 148
Updated April 1, 2016