VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 252,613 COMMITMENTS 102,137 79,627 65,571 61,142 80,371 228,850 225,569 23,763 27,044 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,266) 5,423 -2,862 -10,548 6,551 12,476 1,426 -934 1,840 4,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 31.5 26.0 24.2 31.8 90.6 89.3 9.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 60 41 61 29 30 122 110
Updated February 5, 2016