VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 466,233
COMMITMENTS
176,625 233,613 105,800 159,455 96,164 441,880 435,577 24,353 30,656
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 53,720)
30,678 40,733 857 20,446 9,663 51,981 51,253 1,739 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 50.1 22.7 34.2 20.6 94.8 93.4 5.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
69 82 76 39 36 154 158
Updated July 15, 2016