VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/26/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 414,365 COMMITMENTS 144,034 167,542 108,808 137,909 103,720 390,751 380,070 23,614 34,295 CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -4,089) 9,330 12,726 -8,402 -4,655 -13,168 -3,727 -8,844 -362 4,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 40.4 26.3 33.3 25.0 94.3 91.7 5.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 66 80 80 40 40 152 164
Updated August 29, 2014