VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 457,197
COMMITMENTS
147,952 218,779 101,275 176,258 103,598 425,485 423,652 31,712 33,545
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 7,361)
245 7,637 4,774 618 -6,848 5,637 5,563 1,724 1,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 47.9 22.2 38.6 22.7 93.1 92.7 6.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
70 83 79 39 39 152 167
Updated July 11, 2014