VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 365,614 COMMITMENTS 122,817 197,254 75,126 144,160 64,880 342,103 337,260 23,511 28,354 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -13,447) -8,125 -4,004 -4,024 -2,856 -6,616 -15,005 -14,644 1,558 1,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 54.0 20.5 39.4 17.7 93.6 92.2 6.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 59 87 75 38 31 148 152
Updated June 12, 2015