VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 409,891 COMMITMENTS 122,438 156,976 115,286 145,580 105,997 383,304 378,259 26,587 31,632 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -10,055) -11,413 -36,389 13,137 -12,709 10,716 -10,985 -12,536 930 2,481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 38.3 28.1 35.5 25.9 93.5 92.3 6.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 65 65 84 41 40 152 154
Updated August 8, 2014