VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 275,773 COMMITMENTS 86,957 71,943 76,672 93,438 102,310 257,067 250,925 18,706 24,848 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 301) 3,387 -7,256 -1,651 -2,428 7,851 -692 -1,056 993 1,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 26.1 27.8 33.9 37.1 93.2 91.0 6.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 37 63 70 31 33 114 131
Updated February 6, 2015