VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 304,870
COMMITMENTS
115,350 85,121 72,647 94,978 123,467 282,975 281,235 21,895 23,635
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -8,131)
-2,827 -8,235 -4,769 -27 2,986 -7,623 -10,018 -508 1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 27.9 23.8 31.2 40.5 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
72 48 70 35 30 139 124
Updated October 2, 2015