VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 425,151 COMMITMENTS 116,001 197,978 87,422 197,146 113,845 400,569 399,245 24,582 25,906 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,482) 4,469 3,760 2,791 2,076 2,718 9,336 9,269 -3,854 -3,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 46.6 20.6 46.4 26.8 94.2 93.9 5.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 57 93 88 40 41 153 176
Updated May 23, 2014