VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 511,186
COMMITMENTS
190,777 257,476 125,702 170,561 99,218 487,040 482,396 24,146 28,790
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 44,953)
14,152 23,863 19,902 11,106 3,054 45,160 46,819 -207 -1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 50.4 24.6 33.4 19.4 95.3 94.4 4.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
64 94 88 41 38 161 180
Updated July 22, 2016