VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 308,036
COMMITMENTS
113,101 119,986 83,104 96,309 81,135 292,514 284,225 15,522 23,811
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -21,952)
6,878 21,162 -3,033 -5,482 -20,178 -1,637 -2,049 -20,315 -19,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 39.0 27.0 31.3 26.3 95.0 92.3 5.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
40 79 73 34 35 121 150
Updated February 27, 2015