VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 99,473
COMMITMENTS
811 12,780 6,805 80,908 67,231 88,524 86,816 10,949 12,657
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,253)
0 -1,993 3,765 3,274 4,850 7,039 6,622 -2,786 -2,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 12.8 6.8 81.3 67.6 89.0 87.3 11.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 21 15 22 23 40 47
Updated September 3, 2010