VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 329,988 COMMITMENTS 106,223 98,824 86,137 101,791 101,313 294,151 286,274 35,837 43,714 CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 33,725) 5,401 8,530 6,144 4,375 -443 15,920 14,231 17,805 19,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 29.9 26.1 30.8 30.7 89.1 86.8 10.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 39 72 76 33 38 118 149
Updated February 20, 2015