VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 381,272
COMMITMENTS
100,810 162,860 103,715 152,902 90,541 357,427 357,116 23,845 24,156
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -32,597)
-11,220 -9,194 -8,420 -13,402 -14,369 -33,042 -31,983 445 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 42.7 27.2 40.1 23.7 93.7 93.7 6.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
44 75 71 37 37 129 147
Updated December 6, 2013