VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 414,392
COMMITMENTS
142,645 186,656 102,056 146,075 97,154 390,776 385,866 23,616 28,526
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -20,609)
2,485 -3,909 130 -19,650 -17,615 -17,035 -21,394 -3,574 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 45.0 24.6 35.3 23.4 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
68 79 83 40 34 157 159
Updated July 25, 2014