VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 355,240
COMMITMENTS
112,792 145,187 89,064 134,550 90,975 336,406 325,226 18,834 30,014
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 18,170)
3,359 7,882 6,145 7,512 2,572 17,016 16,599 1,154 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 40.9 25.1 37.9 25.6 94.7 91.6 5.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
44 88 79 35 36 136 157
Updated March 13, 2015