VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 382,955
COMMITMENTS
93,201 203,423 75,351 191,446 78,744 359,998 357,518 22,957 25,437
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -61,677)
-12,199 -18,294 -6,543 -40,998 -35,433 -59,740 -60,270 -1,937 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 53.1 19.7 50.0 20.6 94.0 93.4 6.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 68 64 38 32 123 133
Updated August 30, 2013