VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 249,347
COMMITMENTS
96,714 82,489 76,119 54,591 67,895 227,424 226,503 21,923 22,844
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -28,411)
2,441 -2,249 -4,200 -21,345 -17,030 -23,104 -23,479 -5,307 -4,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 33.1 30.5 21.9 27.2 91.2 90.8 8.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
49 42 56 26 29 107 104
Updated January 29, 2016