VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 547,744
COMMITMENTS
177,715 311,446 133,071 209,482 70,562 520,268 515,079 27,476 32,665
CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 36,503)
2,105 8,115 21,319 11,315 8,681 34,739 38,115 1,764 -1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 56.9 24.3 38.2 12.9 95.0 94.0 5.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
67 115 94 43 35 171 197
Updated September 9, 2016