VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 286,132
COMMITMENTS
109,396 116,363 76,141 81,170 68,958 266,707 261,462 19,425 24,670
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -10,893)
-860 -4,793 1,186 -9,872 -13,117 -9,546 -16,724 -1,347 5,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 40.7 26.6 28.4 24.1 93.2 91.4 6.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
49 71 52 30 30 112 126
Updated November 30, 2015