VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 395,445
COMMITMENTS
137,571 213,329 78,373 156,650 73,683 372,594 365,385 22,851 30,060
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 6,161)
-3,838 3,220 3,322 6,296 -1,844 5,780 4,698 381 1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 53.9 19.8 39.6 18.6 94.2 92.4 5.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
55 93 76 37 29 142 157
Updated May 8, 2015