VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 386,206 COMMITMENTS 135,148 198,118 76,868 151,630 80,891 363,646 355,877 22,560 30,329 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -9,239) -2,423 -15,211 -1,505 -5,020 7,208 -8,948 -9,508 -291 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 51.3 19.9 39.3 20.9 94.2 92.1 5.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 57 83 78 36 30 140 152
Updated May 15, 2015