VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 448,926 COMMITMENTS 139,665 216,461 95,368 184,638 108,180 419,671 420,009 29,255 28,917 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 28,560) 16,197 11,214 9,560 705 5,697 26,462 26,471 2,098 2,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 48.2 21.2 41.1 24.1 93.5 93.6 6.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 64 89 92 40 41 159 180
Updated June 6, 2014