VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 362,200
COMMITMENTS
70,022 133,636 82,003 188,324 121,934 340,349 337,573 21,851 24,627
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -14,288)
-15,247 -23,883 -4,098 8,242 17,419 -11,103 -10,562 -3,185 -3,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 36.9 22.6 52.0 33.7 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
46 63 73 34 38 127 135
Updated October 30, 2013