VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 424,966
COMMITMENTS
142,358 197,984 94,956 160,864 105,174 398,178 398,114 26,788 26,852
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -31,346)
-3,788 4,273 -6,724 -23,346 -28,774 -33,858 -31,225 2,512 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 46.6 22.3 37.9 24.7 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
63 92 85 41 42 162 171
Updated June 27, 2014