VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 418,454
COMMITMENTS
134,704 154,816 117,210 142,564 116,888 394,478 388,914 23,976 29,540
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 27,613)
26,051 31,497 2,778 -694 -4,219 28,135 30,056 -522 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 37.0 28.0 34.1 27.9 94.3 92.9 5.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
60 77 82 39 42 146 166
Updated August 22, 2014