VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 350,915
COMMITMENTS
88,431 131,728 80,836 161,763 112,710 331,030 325,274 19,885 25,641
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -11,285)
18,409 -1,908 -1,167 -26,561 -9,224 -9,319 -12,299 -1,966 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 37.5 23.0 46.1 32.1 94.3 92.7 5.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
56 67 70 32 39 131 142
Updated November 1, 2013