VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 356,219
COMMITMENTS
85,412 167,354 76,330 170,096 85,953 331,838 329,637 24,381 26,582
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -12,013)
-8,614 -8,206 6,181 -10,380 -9,772 -12,813 -11,797 800 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 47.0 21.4 47.8 24.1 93.2 92.5 6.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
52 64 64 33 34 119 135
Updated October 25, 2013