VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 368,232
COMMITMENTS
94,026 175,560 70,149 180,476 95,725 344,651 341,434 23,581 26,798
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -58,833)
-2,259 -11,742 -4,229 -50,007 -40,290 -56,495 -56,261 -2,338 -2,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 47.7 19.1 49.0 26.0 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
51 69 62 32 29 117 132
Updated September 27, 2013