VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 301,348
COMMITMENTS
87,698 102,458 81,717 108,828 95,880 278,243 280,055 23,105 21,293
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 7,638)
21,438 11,904 -62 -3,001 2,734 18,375 14,576 -10,737 -6,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 34.0 27.1 36.1 31.8 92.3 92.9 7.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
51 66 70 32 31 126 129
Updated July 8, 2013