VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 414,365
COMMITMENTS
144,034 167,542 108,808 137,909 103,720 390,751 380,070 23,614 34,295
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -4,089)
9,330 12,726 -8,402 -4,655 -13,168 -3,727 -8,844 -362 4,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 40.4 26.3 33.3 25.0 94.3 91.7 5.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
66 80 80 40 40 152 164
Updated August 29, 2014