VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 95,220
COMMITMENTS
811 14,773 3,040 77,634 62,381 81,485 80,194 13,735 15,026
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -10,249)
0 -3,135 -748 -9,074 -2,992 -9,822 -6,875 -427 -3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 15.5 3.2 81.5 65.5 85.6 84.2 14.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 22 13 18 24 34 48
Updated August 27, 2010