VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 358,430
COMMITMENTS
123,603 90,449 102,359 108,579 140,810 334,541 333,618 23,889 24,812
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 30,165)
-2,129 2,642 19,799 11,666 6,385 29,336 28,826 829 1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 25.2 28.6 30.3 39.3 93.3 93.1 6.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
80 49 78 40 34 152 136
Updated September 18, 2015