VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 362,490
COMMITMENTS
105,217 144,890 81,334 154,494 109,722 341,045 335,946 21,445 26,544
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 11,575)
16,786 13,162 498 -7,269 -2,988 10,015 10,672 1,560 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 40.0 22.4 42.6 30.3 94.1 92.7 5.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
54 73 77 33 37 133 153
Updated November 6, 2013