VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 349,371
COMMITMENTS
121,021 167,071 84,332 123,665 69,226 329,018 320,629 20,353 28,742
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -4,313)
11,840 21,986 -5,162 -12,770 -21,250 -6,092 -4,426 1,779 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 47.8 24.1 35.4 19.8 94.2 91.8 5.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 84 78 30 36 124 159
Updated March 27, 2015