VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 365,241
COMMITMENTS
82,526 132,464 102,270 156,902 99,515 341,698 334,249 23,543 30,992
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 6,404)
-6,148 2,271 8,353 3,483 -1,122 5,688 9,502 716 -3,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 36.3 28.0 43.0 27.2 93.6 91.5 6.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
45 78 84 41 40 146 158
Updated October 10, 2014