VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 395,270
COMMITMENTS
163,879 198,127 84,940 120,016 84,417 368,835 367,484 26,435 27,786
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 56,824)
21,844 42,303 5,421 25,518 7,388 52,783 55,112 4,041 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 50.1 21.5 30.4 21.4 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
61 94 71 31 30 140 156
Updated April 8, 2016