VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/17/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 456,312 COMMITMENTS 146,146 193,711 101,680 184,210 133,948 432,036 429,339 24,276 26,973 CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,191) 5,090 -20,652 4,884 -4,902 14,800 5,072 -968 -6,263 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 42.5 22.3 40.4 29.4 94.7 94.1 5.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 73 87 84 42 43 160 178
Updated June 20, 2014