VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 378,966
COMMITMENTS
95,832 158,469 97,164 163,837 100,352 356,833 355,985 22,133 22,981
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -8,376)
-10,047 -20,742 837 2,781 13,585 -6,429 -6,320 -1,947 -2,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 41.8 25.6 43.2 26.5 94.2 93.9 5.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
48 68 68 33 36 126 138
Updated December 20, 2013