VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 275,773
COMMITMENTS
86,957 71,943 76,672 93,438 102,310 257,067 250,925 18,706 24,848
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 301)
3,387 -7,256 -1,651 -2,428 7,851 -692 -1,056 993 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 26.1 27.8 33.9 37.1 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
37 63 70 31 33 114 131
Updated February 6, 2015