VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 354,875
COMMITMENTS
104,545 102,217 113,597 115,400 108,473 333,542 324,287 21,333 30,588
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -720)
-2,103 -3,362 981 -240 -5,959 -1,362 -8,340 642 7,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 28.8 32.0 32.5 30.6 94.0 91.4 6.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
46 74 84 39 40 144 155
Updated November 7, 2014