VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 358,837
COMMITMENTS
88,674 130,193 93,917 153,419 100,637 336,010 324,747 22,827 34,090
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -30,202)
-33,980 -44,836 2,675 987 15,998 -30,318 -26,163 116 -4,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 36.3 26.2 42.8 28.0 93.6 90.5 6.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
49 73 79 38 40 140 154
Updated October 3, 2014