VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/22/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 414,392 COMMITMENTS 142,645 186,656 102,056 146,075 97,154 390,776 385,866 23,616 28,526 CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -20,609) 2,485 -3,909 130 -19,650 -17,615 -17,035 -21,394 -3,574 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 45.0 24.6 35.3 23.4 94.3 93.1 5.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 68 79 83 40 34 157 159
Updated July 25, 2014