VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 324,703
COMMITMENTS
99,624 112,761 93,649 111,896 91,779 305,169 298,189 19,534 26,514
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -36,712)
-20,584 -34,006 -4,794 -8,307 6,405 -33,685 -32,395 -3,027 -4,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 34.7 28.8 34.5 28.3 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
50 68 77 37 35 133 146
Updated December 19, 2014