VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 293,710
COMMITMENTS
66,260 90,554 81,779 111,829 93,146 259,868 265,479 33,842 28,231
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -73,994)
-14,838 -31,587 -12,840 -44,743 -25,275 -72,421 -69,702 -1,573 -4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 30.8 27.8 38.1 31.7 88.5 90.4 11.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
48 62 70 31 30 122 127
Updated June 28, 2013