VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 362,693
COMMITMENTS
98,874 170,474 75,187 167,673 92,743 341,734 338,404 20,959 24,289
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,264)
3,976 16,421 68 -1,089 -12,867 2,955 3,622 309 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 47.0 20.7 46.2 25.6 94.2 93.3 5.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 74 75 36 30 130 139
Updated August 2, 2013