VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 457,503 COMMITMENTS 141,056 214,363 96,796 189,112 119,148 426,964 430,307 30,539 27,196 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 8,577) 1,391 -2,098 1,428 4,474 10,968 7,293 10,298 1,284 -1,721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 46.9 21.2 41.3 26.0 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 71 93 86 41 41 161 179
Updated June 13, 2014