VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 456,312
COMMITMENTS
146,146 193,711 101,680 184,210 133,948 432,036 429,339 24,276 26,973
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,191)
5,090 -20,652 4,884 -4,902 14,800 5,072 -968 -6,263 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 42.5 22.3 40.4 29.4 94.7 94.1 5.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
73 87 84 42 43 160 178
Updated June 20, 2014