VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 335,927
COMMITMENTS
99,938 119,503 74,536 135,037 114,041 309,511 308,080 26,416 27,847
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 34,579)
12,240 17,045 -7,181 26,209 18,161 31,268 28,025 3,311 6,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 35.6 22.2 40.2 33.9 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
44 70 76 31 33 127 136
Updated July 13, 2013