VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 96,183
COMMITMENTS
1,107 17,598 2,074 79,622 61,098 82,803 80,770 13,380 15,413
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 9,568)
-9 1,703 378 5,962 4,413 6,331 6,494 3,237 3,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 18.3 2.2 82.8 63.5 86.1 84.0 13.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 15 9 19 23 29 40
Updated July 23, 2010