VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 392,934
COMMITMENTS
116,557 126,487 119,081 132,084 119,251 367,722 364,819 25,212 28,115
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 38,059)
12,012 24,270 5,484 16,684 10,778 34,180 40,532 3,879 -2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 32.2 30.3 33.6 30.3 93.6 92.8 6.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
44 76 76 41 43 137 156
Updated November 14, 2014