VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 427,065
COMMITMENTS
96,285 187,302 74,378 230,483 136,015 401,146 397,695 25,919 29,370
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 42,470)
6,723 -1,718 8,239 26,154 33,763 41,116 40,284 1,354 2,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 43.9 17.4 54.0 31.8 93.9 93.1 6.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
52 66 61 36 37 121 138
Updated September 20, 2013