VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 355,427
COMMITMENTS
84,394 188,282 67,957 180,607 76,029 332,958 332,268 22,469 23,159
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -27,528)
-8,807 -15,141 -7,394 -10,839 -2,715 -27,040 -25,250 -488 -2,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 53.0 19.1 50.8 21.4 93.7 93.5 6.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 62 64 37 32 121 132
Updated September 6, 2013