VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 328,265
COMMITMENTS
125,732 87,807 82,560 96,913 134,425 305,205 304,792 23,060 23,473
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,854)
-2,892 -8,578 14,949 -6,204 693 5,853 7,064 -7,707 -8,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 26.7 25.2 29.5 41.0 93.0 92.8 7.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
69 60 77 40 35 148 142
Updated September 11, 2015