VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 336,625
COMMITMENTS
107,861 108,924 85,058 118,826 107,873 311,745 301,855 24,880 34,770
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -18,415)
-6,594 -12,385 -11,924 -4,385 -1,529 -22,903 -25,838 4,488 7,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 32.4 25.3 35.3 32.0 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
63 58 72 41 40 144 143
Updated March 21, 2014