VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 317,371
COMMITMENTS
113,149 167,079 60,345 122,919 59,319 296,413 286,743 20,958 30,628
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -51,424)
-18,627 -5,551 -14,673 -16,236 -30,733 -49,536 -50,957 -1,888 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 52.6 19.0 38.7 18.7 93.4 90.3 6.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
58 77 72 35 29 132 149
Updated July 31, 2015