VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 402,545
COMMITMENTS
99,177 203,574 73,760 205,576 100,281 378,513 377,615 24,032 24,930
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 39,852)
303 33,100 -1,427 37,903 7,538 36,779 39,211 3,073 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 50.6 18.3 51.1 24.9 94.0 93.8 6.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
51 77 76 36 32 134 144
Updated August 9, 2013