VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 418,584
COMMITMENTS
131,773 194,122 103,584 159,101 91,517 394,458 389,223 24,126 29,361
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 32,378)
-3,375 -3,996 26,716 7,471 10,626 30,812 33,346 1,566 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 46.4 24.7 38.0 21.9 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
64 84 86 34 34 145 169
Updated May 22, 2015