VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 425,151
COMMITMENTS
116,001 197,978 87,422 197,146 113,845 400,569 399,245 24,582 25,906
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,482)
4,469 3,760 2,791 2,076 2,718 9,336 9,269 -3,854 -3,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 46.6 20.6 46.4 26.8 94.2 93.9 5.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
57 93 88 40 41 153 176
Updated May 23, 2014