VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 422,049
COMMITMENTS
114,419 112,699 130,408 153,002 154,069 397,829 397,176 24,220 24,873
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 14,233)
10,589 4,870 14,854 -6,788 1,607 18,655 21,331 -4,422 -7,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 26.7 30.9 36.3 36.5 94.3 94.1 5.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
70 57 83 43 43 158 153
Updated October 24, 2014