VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 389,039
COMMITMENTS
122,654 175,029 91,242 152,432 84,639 366,328 350,910 22,711 38,129
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -24,438)
-2,909 1,728 -6,854 -16,160 -24,943 -25,923 -30,069 1,485 5,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 45.0 23.5 39.2 21.8 94.2 90.2 5.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
59 78 86 39 37 148 165
Updated September 26, 2014