VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 409,891
COMMITMENTS
122,438 156,976 115,286 145,580 105,997 383,304 378,259 26,587 31,632
CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -10,055)
-11,413 -36,389 13,137 -12,709 10,716 -10,985 -12,536 930 2,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 38.3 28.1 35.5 25.9 93.5 92.3 6.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
65 65 84 41 40 152 154
Updated August 8, 2014