VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 413,869
COMMITMENTS
112,030 172,054 112,135 166,304 104,910 390,469 389,099 23,400 24,770
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -25,772)
-11,381 -6,212 9,374 -23,964 -26,303 -25,971 -23,141 199 -2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 41.6 27.1 40.2 25.3 94.3 94.0 5.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
49 75 74 38 39 135 156
Updated December 2, 2013