VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 323,209
COMMITMENTS
117,402 96,345 85,511 99,201 118,721 302,114 300,577 21,095 22,632
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 18,339)
2,052 11,224 12,864 4,223 -4,746 19,139 19,342 -800 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 29.8 26.5 30.7 36.7 93.5 93.0 6.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
64 52 74 34 31 137 128
Updated October 9, 2015