VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 367,802
COMMITMENTS
82,777 150,837 91,229 157,060 93,201 331,066 335,267 36,736 32,535
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -4,991)
-9,469 -13,045 1,048 4,147 4,814 -4,274 -7,183 -717 2,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 41.0 24.8 42.7 25.3 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
44 73 78 36 33 134 140
Updated June 14, 2013