VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 425,310 COMMITMENTS 144,728 171,978 105,194 151,578 114,250 401,500 391,422 23,810 33,888 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 15,932) 12,280 10,417 799 3,068 5,081 16,147 16,297 -215 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 40.4 24.7 35.6 26.9 94.4 92.0 5.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 67 76 85 39 40 155 164
Updated September 12, 2014