VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 359,668 COMMITMENTS 116,494 163,966 78,223 145,658 94,210 340,375 336,399 19,293 23,269 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 9,972) 3,212 10,692 254 6,477 -1,332 9,943 9,614 29 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 45.6 21.7 40.5 26.2 94.6 93.5 5.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 52 61 61 35 36 121 135
Updated January 10, 2014