VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 329,967 COMMITMENTS 98,634 129,629 80,804 127,278 89,326 306,716 299,759 23,251 30,208 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 13,396) -4,909 4,095 12,073 4,963 -4,615 12,127 11,553 1,269 1,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 39.3 24.5 38.6 27.1 93.0 90.8 7.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 51 86 77 31 32 129 159
Updated July 17, 2015