VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 439,641
COMMITMENTS
123,411 178,266 102,761 190,268 131,213 416,440 412,240 23,201 27,401
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 31,917)
6,737 17,067 5,231 19,846 9,367 31,814 31,665 103 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 40.5 23.4 43.3 29.8 94.7 93.8 5.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
53 78 88 35 39 147 162
Updated November 22, 2013