VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 376,043
COMMITMENTS
108,155 173,659 82,545 163,118 96,046 353,818 352,250 22,225 23,793
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -40,913)
-20,393 -19,195 1,217 -21,742 -22,384 -40,918 -40,362 5 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 46.2 22.0 43.4 25.5 94.1 93.7 5.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
59 53 73 35 35 137 133
Updated January 31, 2014