VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 372,793
COMMITMENTS
92,246 163,882 90,181 152,913 88,387 335,340 342,450 37,453 30,343
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -16,594)
-6,004 3,946 -1,160 -14,413 -15,366 -21,577 -12,580 4,983 -4,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 44.0 24.2 41.0 23.7 90.0 91.9 10.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
51 69 71 34 32 126 140
Updated June 7, 2013