VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 361,415 COMMITMENTS 120,208 146,767 98,443 120,203 85,374 338,854 330,584 22,561 30,831 CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -12,439) -5,113 -7,237 -5,396 -549 257 -11,058 -12,376 -1,381 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 40.6 27.2 33.3 23.6 93.8 91.5 6.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 47 76 75 39 35 136 147
Updated December 12, 2014