VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 409,111
COMMITMENTS
107,597 122,520 111,309 170,054 149,932 388,960 383,761 20,151 25,350
CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 30,260)
22,247 -3,938 11,098 -1,890 22,495 31,455 29,655 -1,195 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 29.9 27.2 41.6 36.6 95.1 93.8 4.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
69 57 91 43 41 156 157
Updated February 21, 2014