VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 420,366
COMMITMENTS
123,468 205,247 85,808 183,933 102,483 393,209 393,538 27,157 26,828
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -4,785)
7,467 7,269 -1,614 -13,213 -11,362 -7,360 -5,707 2,575 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 48.8 20.4 43.8 24.4 93.5 93.6 6.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
65 86 84 39 40 151 171
Updated May 30, 2014