VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 516,359
COMMITMENTS
170,190 284,793 127,400 191,698 71,983 489,288 484,176 27,071 32,183
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 24,486)
-13,931 11,722 12,204 22,754 -274 21,027 23,652 3,459 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 55.2 24.7 37.1 13.9 94.8 93.8 5.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
63 101 84 43 34 159 176
Updated August 5, 2016