VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 318,599
COMMITMENTS
117,796 100,965 64,146 104,092 120,931 286,034 286,042 32,565 32,557
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -25,514)
-2,580 -74,305 -666 -31,688 46,505 -34,934 -28,466 9,420 2,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 31.7 20.1 32.7 38.0 89.8 89.8 10.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
66 65 68 40 30 140 134
Updated August 28, 2015