VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 369,744 COMMITMENTS 130,143 150,865 104,147 113,962 85,172 348,252 340,184 21,492 29,560 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -15,719) 17,712 25,619 -12,958 -20,067 -26,484 -15,313 -13,823 -406 -1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 40.8 28.2 30.8 23.0 94.2 92.0 5.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 49 80 74 36 33 134 151
Updated November 29, 2014