VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 353,684
COMMITMENTS
109,181 145,085 89,494 136,435 90,476 335,110 325,055 18,574 28,629
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,556)
-3,611 -102 430 1,885 -499 -1,296 -171 -260 -1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 41.0 25.3 38.6 25.6 94.7 91.9 5.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 86 87 36 37 138 163
Updated March 20, 2015