VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 359,429
COMMITMENTS
94,898 154,053 75,119 168,762 105,610 338,779 334,782 20,650 24,647
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 3,028)
-2,237 25,322 -3,764 9,021 -18,329 3,020 3,229 8 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 42.9 20.9 47.0 29.4 94.3 93.1 5.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
46 76 71 33 30 123 139
Updated July 26, 2013