VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 105,469
COMMITMENTS
811 17,908 3,788 86,708 65,373 91,307 87,069 14,162 18,400
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 5,099)
171 2,033 312 4,736 766 5,219 3,111 -120 1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 17.0 3.6 82.2 62.0 86.6 82.6 13.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 20 13 24 25 40 46
Updated August 20, 2010