VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 100,370
COMMITMENTS
640 15,875 3,476 81,972 64,607 86,088 83,958 14,282 16,412
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 6,877)
121 2,004 1,452 4,037 1,047 5,610 4,503 1,267 2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 15.8 3.5 81.7 64.4 85.8 83.6 14.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 16 11 19 24 32 42
Updated August 13, 2010