VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 362,996
COMMITMENTS
104,145 124,591 103,240 134,638 106,679 342,023 334,510 20,973 28,486
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -4,046)
-4,594 -186 4,633 -3,720 -8,181 -3,681 -3,734 -365 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 34.3 28.4 37.1 29.4 94.2 92.2 5.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
56 62 81 41 42 145 150
Updated March 7, 2014