VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 541,636
COMMITMENTS
184,771 298,859 128,949 204,293 83,679 518,013 511,487 23,623 30,149
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -986)
1,927 -2,802 -8,803 9,515 11,819 2,639 214 -3,625 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 55.2 23.8 37.7 15.4 95.6 94.4 4.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
63 113 96 43 35 174 189
Updated August 19, 2016