VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/03/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 93,493
COMMITMENTS
519 13,871 2,024 77,935 63,560 80,478 79,455 13,015 14,038
CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 8,667)
-892 1,097 399 7,942 5,344 7,449 6,840 1,218 1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.8 2.2 83.4 68.0 86.1 85.0 13.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 13 7 20 23 29 36
Updated August 6, 2010