VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 355,040
COMMITMENTS
114,455 121,309 96,982 123,211 109,402 334,648 327,693 20,392 27,347
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -7,956)
10,310 -3,282 -6,258 -11,427 2,723 -7,375 -6,817 -581 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 34.2 27.3 34.7 30.8 94.3 92.3 5.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
59 64 81 40 42 146 153
Updated March 18, 2014