VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 384,595
COMMITMENTS
89,562 189,020 66,139 204,329 102,252 360,030 357,411 24,565 27,184
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 29,168)
5,168 738 -1,818 23,722 26,223 27,072 25,143 2,096 4,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 49.1 17.2 53.1 26.6 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
47 67 63 37 36 119 138
Updated September 13, 2013