VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 468,183
COMMITMENTS
169,964 260,313 107,256 168,503 70,920 445,723 438,489 22,460 29,694
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 29,828)
13,388 18,423 2,852 11,895 9,595 28,135 30,870 1,693 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 55.6 22.9 36.0 15.1 95.2 93.7 4.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
57 102 70 37 35 141 173
Updated June 3, 2016