VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 464,177
COMMITMENTS
145,905 240,721 110,510 182,019 78,890 438,434 430,121 25,743 34,056
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 680)
-6,992 -241 -3,376 6,987 -1,736 -3,381 -5,353 4,061 6,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 51.9 23.8 39.2 17.0 94.5 92.7 5.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
45 106 85 37 36 144 177
Updated May 20, 2016