VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 407,816
COMMITMENTS
103,830 107,829 115,554 159,790 152,462 379,174 375,845 28,642 31,971
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 42,575)
21,304 -24,635 13,284 2,888 52,947 37,476 41,596 5,099 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 26.4 28.3 39.2 37.4 93.0 92.2 7.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
69 59 83 38 39 153 149
Updated October 17, 2014