VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 501,258
COMMITMENTS
164,299 268,107 123,314 190,953 79,339 478,566 470,760 22,692 30,498
CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 33,075)
-5,665 7,794 16,058 22,450 8,419 32,843 32,271 232 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 53.5 24.6 38.1 15.8 95.5 93.9 4.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
57 106 84 38 32 150 182
Updated June 10, 2016