VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 243,063
COMMITMENTS
79,477 86,066 77,959 65,491 57,673 222,927 221,698 20,136 21,365
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -244)
-3,968 -7,191 11,612 -9,779 -4,816 -2,135 -395 1,891 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 35.4 32.1 26.9 23.7 91.7 91.2 8.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
68 46 63 29 33 131 117
Updated January 15, 2016