VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 261,604 COMMITMENTS 103,845 84,127 62,560 67,850 90,491 234,255 237,178 27,349 24,426 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 8,991) 1,708 4,500 -3,011 6,708 10,120 5,405 11,609 3,586 -2,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 32.2 23.9 25.9 34.6 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 62 45 67 29 30 127 118
Updated February 12, 2016