VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 407,724
COMMITMENTS
116,674 161,199 97,530 170,422 121,846 384,626 380,575 23,098 27,149
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 18,203)
-3,437 -820 9,240 11,984 7,718 17,787 16,138 416 2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 39.5 23.9 41.8 29.9 94.3 93.3 5.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
55 71 77 34 35 138 146
Updated November 15, 2013