VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 384,117
COMMITMENTS
101,502 152,732 84,309 173,111 120,887 358,922 357,928 25,195 26,189
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 8,074)
-6,653 -20,927 1,764 9,993 24,841 5,104 5,678 2,970 2,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 39.8 21.9 45.1 31.5 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
59 57 74 39 38 142 134
Updated February 7, 2014