VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 354,795
COMMITMENTS
120,496 164,814 86,440 129,189 73,759 336,125 325,013 18,670 29,782
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,424)
-525 -2,257 2,108 5,524 4,533 7,107 4,384 -1,683 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 46.5 24.4 36.4 20.8 94.7 91.6 5.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
42 81 75 34 40 129 155
Updated April 3, 2015