VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 349,696
COMMITMENTS
113,282 153,274 77,969 139,181 95,542 330,432 326,785 19,264 22,911
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -4,577)
1,640 3,507 -5,735 -575 -2,912 -4,670 -5,140 93 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 43.8 22.3 39.8 27.3 94.5 93.4 5.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
50 54 60 33 30 115 125
Updated January 6, 2014