VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 361,415
COMMITMENTS
120,208 146,767 98,443 120,203 85,374 338,854 330,584 22,561 30,831
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -12,439)
-5,113 -7,237 -5,396 -549 257 -11,058 -12,376 -1,381 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 40.6 27.2 33.3 23.6 93.8 91.5 6.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
47 76 75 39 35 136 147
Updated December 12, 2014