VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/10/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 463,497
COMMITMENTS
152,897 240,962 113,886 175,032 80,626 441,815 435,474 21,682 28,023
CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 11,598)
-960 9,678 16,454 -3,009 -13,777 12,485 12,355 -887 -757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 52.0 24.6 37.8 17.4 95.3 94.0 4.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
54 104 86 39 36 152 181
Updated May 13, 2016