VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 397,328 COMMITMENTS 119,916 191,412 81,883 174,406 99,427 376,205 372,722 21,123 24,606 CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 37,660) 3,422 27,446 3,660 28,748 5,217 35,830 36,323 1,830 1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 48.2 20.6 43.9 25.0 94.7 93.8 5.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 54 75 76 36 36 136 156
Updated January 17, 2014