VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 368,262
COMMITMENTS
129,710 189,639 77,632 140,007 73,273 347,349 340,544 20,913 27,718
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -31,521)
6,749 3,233 -18,318 -12,144 -9,111 -23,713 -24,196 -7,808 -7,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 51.5 21.1 38.0 19.9 94.3 92.5 5.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
48 83 72 36 31 129 151
Updated April 24, 2015