VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 389,387
COMMITMENTS
98,250 159,936 91,341 167,326 103,753 356,917 355,030 32,470 34,357
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: -45,601)
-13,218 -5,145 -11,546 -23,139 -28,014 -47,903 -44,705 2,302 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 41.1 23.5 43.0 26.6 91.7 91.2 8.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 73 66 33 30 119 138
Updated May 31, 2013