VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 507,877
COMMITMENTS
179,690 301,214 112,658 192,744 62,973 485,092 476,845 22,785 31,032
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -33,759)
-5,081 2,355 -16,291 -11,549 -20,706 -32,921 -34,642 -838 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 59.3 22.2 38.0 12.4 95.5 93.9 4.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
58 115 92 41 36 166 193
Updated August 26, 2016