VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 04/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 359,952 COMMITMENTS 105,096 136,842 90,082 144,046 106,211 339,224 333,135 20,728 26,817 CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 2,906) -9,743 -8,570 2,653 6,105 6,239 -985 322 3,891 2,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 38.0 25.0 40.0 29.5 94.2 92.5 5.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 57 65 74 38 38 135 147
Updated April 11, 2014