VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 84,826
COMMITMENTS
1,411 12,774 1,625 69,993 58,216 73,029 72,615 11,797 12,211
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -11,357)
304 -4,824 -449 -9,629 -2,882 -9,774 -8,155 -1,583 -3,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 15.1 1.9 82.5 68.6 86.1 85.6 13.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 13 7 20 22 28 36
Updated July 30, 2010