VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 444,632
COMMITMENTS
105,400 221,717 81,894 232,444 114,177 419,738 417,788 24,894 26,844
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 3,046)
-959 2,214 3,855 2,744 -2,139 5,640 3,930 -2,594 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 49.9 18.4 52.3 25.7 94.4 94.0 5.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
52 79 76 37 39 134 156
Updated August 23, 2013