VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 542,622
COMMITMENTS
182,844 301,661 137,752 194,778 71,860 515,374 511,273 27,248 31,349
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 26,263)
12,654 16,868 10,352 3,080 -123 26,086 27,097 177 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 55.6 25.4 35.9 13.2 95.0 94.2 5.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
63 107 95 41 34 165 186
Updated August 12, 2016