VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 385,463
COMMITMENTS
112,431 125,246 117,105 134,029 111,656 363,565 354,007 21,898 31,456
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -7,471)
-4,126 -1,241 -1,976 1,945 -7,595 -4,157 -10,812 -3,314 3,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 32.5 30.4 34.8 29.0 94.3 91.8 5.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
46 81 79 42 38 146 154
Updated November 21, 2014