VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 382,528
COMMITMENTS
135,989 181,656 90,445 138,626 83,387 365,060 355,488 17,468 27,040
CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -53,775)
5,644 -27,053 -21,863 -31,300 -4,153 -47,519 -53,069 -6,256 -706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 47.5 23.6 36.2 21.8 95.4 92.9 4.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
44 80 67 33 35 122 147
Updated June 24, 2016