VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 325,276
COMMITMENTS
86,685 105,548 97,498 116,554 88,306 300,737 291,352 24,539 33,924
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 573)
-12,939 -7,213 3,849 4,658 -3,473 -4,432 -6,837 5,005 7,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 32.4 30.0 35.8 27.1 92.5 89.6 7.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
43 67 71 31 34 115 140
Updated December 30, 2014