VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 416,956
COMMITMENTS
128,548 192,854 81,328 184,860 118,430 394,736 392,612 22,220 24,344
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 19,628)
8,632 1,442 -555 10,454 19,003 18,531 19,890 1,097 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 46.3 19.5 44.3 28.4 94.7 94.2 5.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
51 80 79 36 36 138 157
Updated January 24, 2014