VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 356,401
COMMITMENTS
97,135 128,731 78,883 159,741 123,939 335,759 331,553 20,642 24,848
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 20,474)
-2,803 9,228 4,347 24,704 9,898 26,248 23,473 -5,774 -2,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 36.1 22.1 44.8 34.8 94.2 93.0 5.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 76 75 33 35 126 144
Updated July 19, 2013