VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 355,595
COMMITMENTS
106,648 105,579 112,616 115,640 114,432 334,904 332,627 20,691 22,968
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -66,454)
-7,771 -7,120 -17,792 -37,362 -39,637 -62,925 -64,549 -3,529 -1,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 29.7 31.7 32.5 32.2 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
54 71 82 37 41 145 158
Updated October 31, 2014