VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 325,276 COMMITMENTS 86,685 105,548 97,498 116,554 88,306 300,737 291,352 24,539 33,924 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 573) -12,939 -7,213 3,849 4,658 -3,473 -4,432 -6,837 5,005 7,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 32.4 30.0 35.8 27.1 92.5 89.6 7.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 43 67 71 31 34 115 140
Updated December 30, 2014