VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 448,926
COMMITMENTS
139,665 216,461 95,368 184,638 108,180 419,671 420,009 29,255 28,917
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 28,560)
16,197 11,214 9,560 705 5,697 26,462 26,471 2,098 2,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 48.2 21.2 41.1 24.1 93.5 93.6 6.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
64 89 92 40 41 159 180
Updated June 6, 2014