VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 308,318 COMMITMENTS 82,858 102,440 89,052 118,345 88,759 290,255 280,251 18,063 28,067 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -16,958) -3,827 -3,108 -8,446 1,791 453 -10,482 -11,101 -6,476 -5,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 33.2 28.9 38.4 28.8 94.1 90.9 5.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 41 61 64 32 33 111 129
Updated January 2, 2015