VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 86,615
COMMITMENTS
1,116 15,895 1,696 73,660 56,685 76,472 74,276 10,143 12,339
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 9,941)
644 6,050 -2,211 11,184 8,090 9,617 11,929 324 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 18.4 2.0 85.0 65.4 88.3 85.8 11.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 15 9 17 24 27 41
Updated July 16, 2010