VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 478,117
COMMITMENTS
118,356 231,231 127,283 204,313 86,173 449,952 444,687 28,165 33,430
CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -69,627)
-59,359 -80,215 -5,788 -5,169 15,611 -70,316 -70,392 689 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 48.4 26.6 42.7 18.0 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
63 94 85 37 38 158 168
Updated September 16, 2016