VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 354,273
COMMITMENTS
111,642 149,767 83,704 139,756 98,454 335,102 331,925 19,171 22,348
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -24,693)
15,810 -8,702 -13,460 -24,081 -1,898 -21,731 -24,060 -2,962 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 42.3 23.6 39.4 27.8 94.6 93.7 5.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
48 58 65 34 36 116 139
Updated December 30, 2013