VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 408,198
COMMITMENTS
156,514 196,790 91,709 135,656 91,095 383,879 379,594 24,319 28,604
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 12,928)
-7,365 -1,337 6,769 15,640 6,678 15,044 12,110 -2,116 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 48.2 22.5 33.2 22.3 94.0 93.0 6.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
50 96 71 37 38 140 161
Updated April 15, 2016