VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 412,513
COMMITMENTS
145,947 192,880 104,943 139,009 86,501 389,899 384,324 22,614 28,189
CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 39,357)
35,526 32,342 6,277 1,936 5,097 43,739 43,716 -4,382 -4,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 46.8 25.4 33.7 21.0 94.5 93.2 5.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
58 75 70 36 31 140 138
Updated July 8, 2016