VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 366,536 COMMITMENTS 136,158 188,438 71,757 136,522 75,449 344,437 335,644 22,099 30,892 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -6,845) 11,570 -5,832 -3,946 -10,593 -371 -2,969 -10,149 -3,876 3,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 51.4 19.6 37.2 20.6 94.0 91.6 6.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 61 92 72 39 32 146 161
Updated June 26, 2015