VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 295,272
COMMITMENTS
115,990 126,170 70,725 88,172 74,822 274,887 271,717 20,385 23,555
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -16,884)
-1,034 -12,590 -9,263 -4,232 7,394 -14,529 -14,459 -2,355 -2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 42.7 24.0 29.9 25.3 93.1 92.0 6.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
53 63 61 33 31 122 128
Updated December 11, 2015