VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 385,211
COMMITMENTS
135,493 202,486 85,286 141,833 70,426 362,612 358,198 22,599 27,013
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -33,373)
3,720 8,364 -18,298 -17,268 -21,091 -31,846 -31,025 -1,527 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 52.6 22.1 36.8 18.3 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
73 80 76 35 32 148 157
Updated May 29, 2015