VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 76,674
COMMITMENTS
472 9,845 3,907 62,476 48,595 66,855 62,347 9,819 14,327
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 1,227)
46 255 1,252 1,016 907 2,314 2,414 -1,087 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.8 5.1 81.5 63.4 87.2 81.3 12.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 13 7 20 25 29 38
Updated July 9, 2010