VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 420,043
COMMITMENTS
111,993 168,420 96,157 184,910 123,341 393,060 387,918 26,983 32,125
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 14,951)
-3,843 -4,466 6,083 11,618 9,970 13,858 11,587 1,093 3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 40.1 22.9 44.0 29.4 93.6 92.4 6.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
47 74 71 36 33 132 142
Updated May 17, 2013