VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 337,070
COMMITMENTS
109,433 137,305 82,919 127,038 88,403 319,390 308,627 17,680 28,443
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 29,034)
-3,668 17,319 -185 30,729 7,268 26,876 24,402 2,158 4,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 40.7 24.6 37.7 26.2 94.8 91.6 5.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
42 80 75 34 36 126 152
Updated March 6, 2015