VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/25/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 318,599 COMMITMENTS 117,796 100,965 64,146 104,092 120,931 286,034 286,042 32,565 32,557 CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -25,514) -2,580 -74,305 -666 -31,688 46,505 -34,934 -28,466 9,420 2,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 31.7 20.1 32.7 38.0 89.8 89.8 10.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 66 65 68 40 30 140 134
Updated August 28, 2015