VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 336,625 COMMITMENTS 107,861 108,924 85,058 118,826 107,873 311,745 301,855 24,880 34,770 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -18,415) -6,594 -12,385 -11,924 -4,385 -1,529 -22,903 -25,838 4,488 7,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 32.4 25.3 35.3 32.0 92.6 89.7 7.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 63 58 72 41 40 144 143
Updated March 21, 2014