VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 390,841
COMMITMENTS
108,653 123,319 114,432 143,258 121,107 366,343 358,858 24,498 31,983
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -19,050)
-13,785 -33,657 -854 -2,322 15,110 -16,961 -19,401 -2,089 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 31.6 29.3 36.7 31.0 93.7 91.8 6.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
56 72 83 44 45 151 160
Updated August 15, 2014