VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 308,318
COMMITMENTS
82,858 102,440 89,052 118,345 88,759 290,255 280,251 18,063 28,067
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -16,958)
-3,827 -3,108 -8,446 1,791 453 -10,482 -11,101 -6,476 -5,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 33.2 28.9 38.4 28.8 94.1 90.9 5.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
41 61 64 32 33 111 129
Updated January 2, 2015