VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 491,873
COMMITMENTS
184,121 273,071 115,196 168,944 72,257 468,261 460,524 23,612 31,349
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -19,313)
-6,656 15,595 -10,506 -1,617 -26,961 -18,779 -21,872 -534 2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 55.5 23.4 34.3 14.7 95.2 93.6 4.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
60 99 81 40 36 151 176
Updated July 29, 2016