VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 275,472
COMMITMENTS
83,570 79,199 78,323 95,866 94,459 257,759 251,981 17,713 23,491
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -31,489)
-3,131 -471 -6,007 -18,391 -21,092 -27,529 -27,570 -3,960 -3,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 28.8 28.4 34.8 34.3 93.6 91.5 6.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
41 58 64 32 34 112 126
Updated January 30, 2015