VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 285,927
COMMITMENTS
76,693 92,706 77,766 111,681 88,622 266,140 259,094 19,787 26,833
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -22,391)
-6,165 -9,734 -11,286 -6,664 -137 -24,115 -21,157 1,724 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 32.4 27.2 39.1 31.0 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
48 56 67 36 35 123 128
Updated January 9, 2015