VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 436,303
COMMITMENTS
130,345 208,709 112,308 169,926 87,540 412,579 408,557 23,724 27,746
CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -64,955)
-33,954 -59,398 -11,006 -21,027 8,201 -65,987 -62,203 1,032 -2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 47.8 25.7 38.9 20.1 94.6 93.6 5.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
49 90 78 30 35 130 162
Updated June 17, 2016