VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 389,521
COMMITMENTS
120,111 162,019 88,290 158,438 114,128 366,839 364,437 22,682 25,084
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 27,031)
14,894 17,129 6,956 3,944 4,406 25,794 28,491 1,237 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 41.6 22.7 40.7 29.3 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
55 70 76 32 37 132 151
Updated November 8, 2013