VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 369,744
COMMITMENTS
130,143 150,865 104,147 113,962 85,172 348,252 340,184 21,492 29,560
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -15,719)
17,712 25,619 -12,958 -20,067 -26,484 -15,313 -13,823 -406 -1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 40.8 28.2 30.8 23.0 94.2 92.0 5.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
49 80 74 36 33 134 151
Updated November 29, 2014