VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 295,473
COMMITMENTS
82,267 96,458 77,926 116,140 95,597 276,333 269,981 19,140 25,492
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,546)
5,574 3,752 160 4,459 6,975 10,193 10,887 -647 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 32.6 26.4 39.3 32.4 93.5 91.4 6.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
53 58 72 37 36 131 135
Updated January 16, 2015