VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 511,241
COMMITMENTS
175,610 303,331 111,752 198,167 61,881 485,529 476,964 25,712 34,277
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 3,364)
-4,080 2,117 -906 5,423 -1,092 437 119 2,927 3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 59.3 21.9 38.8 12.1 95.0 93.3 5.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
54 114 86 42 36 161 187
Updated September 2, 2016