VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 425,310
COMMITMENTS
144,728 171,978 105,194 151,578 114,250 401,500 391,422 23,810 33,888
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 15,932)
12,280 10,417 799 3,068 5,081 16,147 16,297 -215 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 40.4 24.7 35.6 26.9 94.4 92.0 5.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
67 76 85 39 40 155 164
Updated September 12, 2014