VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 359,668
COMMITMENTS
116,494 163,966 78,223 145,658 94,210 340,375 336,399 19,293 23,269
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 9,972)
3,212 10,692 254 6,477 -1,332 9,943 9,614 29 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 45.6 21.7 40.5 26.2 94.6 93.5 5.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
52 61 61 35 36 121 135
Updated January 10, 2014