VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 408,198
COMMITMENTS
156,514 196,790 91,709 135,656 91,095 383,879 379,594 24,319 28,604
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 12,928)
-7,365 -1,337 6,769 15,640 6,678 15,044 12,110 -2,116 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 48.2 22.5 33.2 22.3 94.0 93.0 6.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
50 96 71 37 38 140 161
Updated April 15, 2016