VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 306,961
COMMITMENTS
86,701 79,670 84,330 114,257 115,551 285,288 279,551 21,673 27,410
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 11,488)
4,434 -16,788 6,404 -1,883 19,954 8,955 9,570 2,533 1,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 26.0 27.5 37.2 37.6 92.9 91.1 7.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
42 61 70 38 40 125 136
Updated January 23, 2015