VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 109,296
COMMITMENTS
1,949 13,470 7,738 85,880 79,710 95,567 100,918 13,729 8,378
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 9,823)
1,138 690 933 4,972 12,479 7,043 14,102 2,780 -4,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 12.3 7.1 78.6 72.9 87.4 92.3 12.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 18 15 21 26 40 49
Updated September 10, 2010