VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 409,378
COMMITMENTS
132,448 161,561 104,395 148,510 109,169 385,353 375,125 24,025 34,253
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -4,987)
-11,586 -5,981 -4,413 10,601 5,449 -5,398 -4,945 411 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 39.5 25.5 36.3 26.7 94.1 91.6 5.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
62 82 80 42 41 152 166
Updated September 5, 2014