VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 378,966 COMMITMENTS 95,832 158,469 97,164 163,837 100,352 356,833 355,985 22,133 22,981 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -8,376) -10,047 -20,742 837 2,781 13,585 -6,429 -6,320 -1,947 -2,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 41.8 25.6 43.2 26.5 94.2 93.9 5.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 48 68 68 33 36 126 138
Updated December 20, 2013