VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 438,355
COMMITMENTS
156,576 241,890 104,404 156,608 61,325 417,588 407,619 20,767 30,736
CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -25,822)
10,671 1,169 -6,106 -25,411 -17,565 -20,846 -22,502 -4,976 -3,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 55.2 23.8 35.7 14.0 95.3 93.0 4.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
46 101 71 31 34 128 168
Updated May 27, 2016