VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 355,240 COMMITMENTS 112,792 145,187 89,064 134,550 90,975 336,406 325,226 18,834 30,014 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 18,170) 3,359 7,882 6,145 7,512 2,572 17,016 16,599 1,154 1,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 40.9 25.1 37.9 25.6 94.7 91.6 5.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 44 88 79 35 36 136 157
Updated March 13, 2015