VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 249,793
COMMITMENTS
81,276 95,076 75,474 75,999 58,390 232,749 228,940 17,044 20,853
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -31,393)
-15,755 -9,387 -1,707 -12,157 -21,787 -29,619 -32,881 -1,774 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 38.1 30.2 30.4 23.4 93.2 91.7 6.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
55 49 53 24 24 109 105
Updated December 25, 2015