VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 419,946
COMMITMENTS
133,851 193,365 102,149 158,289 95,281 394,289 390,795 25,657 29,151
CHANGES FROM 07/22/14 (CHANGE IN OPEN INTEREST: 5,554)
-8,794 6,709 93 12,214 -1,873 3,513 4,929 2,041 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 46.0 24.3 37.7 22.7 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
70 78 85 39 34 157 162
Updated August 1, 2014