VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 379,061
COMMITMENTS
130,942 201,258 79,150 147,016 71,496 357,108 351,904 21,953 27,157
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -6,150)
-4,551 -1,228 -6,136 5,183 1,070 -5,504 -6,294 -646 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 53.1 20.9 38.8 18.9 94.2 92.8 5.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
61 83 76 37 32 146 154
Updated June 5, 2015