VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 471,105
COMMITMENTS
120,761 208,362 138,230 185,274 89,452 444,265 436,044 26,840 35,061
CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -7,012)
2,405 -22,869 10,947 -19,039 3,279 -5,687 -8,643 -1,325 1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 44.2 29.3 39.3 19.0 94.3 92.6 5.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
59 96 86 33 34 154 161
Updated September 23, 2016