VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 312,156
COMMITMENTS
117,024 138,760 79,988 92,404 67,428 289,416 286,176 22,740 25,980
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 26,024)
7,628 22,397 3,847 11,234 -1,530 22,709 24,714 3,315 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 44.5 25.6 29.6 21.6 92.7 91.7 7.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
60 70 55 30 31 118 137
Updated December 4, 2015