VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 451,899
COMMITMENTS
153,857 231,284 97,432 178,041 94,403 429,330 423,119 22,569 28,780
CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 3,286)
-10,518 -8,941 6,897 3,931 2,062 310 18 2,976 3,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 51.2 21.6 39.4 20.9 95.0 93.6 5.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
47 100 79 36 33 137 168
Updated May 6, 2016