VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 448,613
COMMITMENTS
164,375 240,225 90,535 174,110 92,341 429,020 423,101 19,593 25,512
CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -13,744)
-8,415 8,061 -9,490 6,818 -11,365 -11,087 -12,794 -2,657 -950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 53.5 20.2 38.8 20.6 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
46 106 82 35 32 140 171
Updated April 29, 2016