VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 350,640
COMMITMENTS
123,634 186,090 68,197 135,388 66,779 327,219 321,066 23,421 29,574
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 18,132)
11,057 9,068 4,368 380 5,601 15,805 19,037 2,327 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 53.1 19.4 38.6 19.0 93.3 91.6 6.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
63 89 71 38 31 143 158
Updated August 14, 2015