VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 378,851
COMMITMENTS
85,350 126,458 100,211 171,944 127,437 357,505 354,106 21,346 24,745
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -5,266)
-16,152 -26,274 15,902 -1,167 6,550 -1,417 -3,822 -3,849 -1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 33.4 26.5 45.4 33.6 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
57 56 78 37 41 138 142
Updated February 14, 2014