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