VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 332,508 COMMITMENTS 112,577 177,022 63,829 135,008 61,178 311,414 302,029 21,094 30,479 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 15,137) -572 9,943 3,484 12,089 1,859 15,001 15,286 136 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 53.2 19.2 40.6 18.4 93.7 90.8 6.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 55 90 70 36 28 132 153
Updated August 7, 2015