VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 373,854
COMMITMENTS
125,321 154,004 103,839 120,752 85,117 349,912 342,960 23,942 30,894
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 4,110)
-4,822 3,139 -308 6,790 -55 1,660 2,776 2,450 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 41.2 27.8 32.3 22.8 93.6 91.7 6.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
46 74 73 36 33 128 147
Updated December 6, 2014