VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 387,342
COMMITMENTS
105,879 179,211 96,327 161,056 86,767 363,262 362,305 24,080 25,037
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 6,070)
5,069 16,351 -7,388 8,154 -3,774 5,835 5,189 235 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 46.3 24.9 41.6 22.4 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
48 67 66 37 38 128 140
Updated December 19, 2013