VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 408,198 COMMITMENTS 156,514 196,790 91,709 135,656 91,095 383,879 379,594 24,319 28,604 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 12,928) -7,365 -1,337 6,769 15,640 6,678 15,044 12,110 -2,116 818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 48.2 22.5 33.2 22.3 94.0 93.0 6.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 50 96 71 37 38 140 161
Updated April 15, 2016