VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 296,263
COMMITMENTS
100,822 90,294 79,993 97,416 101,756 278,231 272,043 18,032 24,220
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 20,490)
13,865 18,351 3,321 3,978 -554 21,164 21,118 -674 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 30.5 27.0 32.9 34.3 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
36 64 66 30 38 109 137
Updated February 13, 2015