VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 424,966 COMMITMENTS 142,358 197,984 94,956 160,864 105,174 398,178 398,114 26,788 26,852 CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -31,346) -3,788 4,273 -6,724 -23,346 -28,774 -33,858 -31,225 2,512 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 46.6 22.3 37.9 24.7 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 63 92 85 41 42 162 171
Updated June 27, 2014