VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 357,046
COMMITMENTS
114,839 145,412 87,429 137,941 99,972 340,209 332,813 16,837 24,233
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 21,220)
5,729 29,098 91 20,180 -4,102 26,000 25,087 -4,780 -3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 40.7 24.5 38.6 28.0 95.3 93.2 4.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
64 66 69 40 40 139 151
Updated April 4, 2014