VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 441,586
COMMITMENTS
106,359 219,503 78,039 229,700 116,316 414,098 413,858 27,488 27,728
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 39,041)
7,182 15,929 4,279 24,124 16,035 35,585 36,243 3,456 2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 49.7 17.7 52.0 26.3 93.8 93.7 6.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
54 78 71 38 35 137 147
Updated August 16, 2013