VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 449,836 COMMITMENTS 147,707 211,142 96,501 175,640 110,446 419,848 418,089 29,988 31,747 CHANGES FROM 06/24/14 (CHANGE IN OPEN INTEREST: 24,870) 5,349 13,158 1,545 14,776 5,272 21,670 19,975 3,200 4,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 46.9 21.5 39.0 24.6 93.3 92.9 6.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 69 82 79 41 43 155 169
Updated July 4, 2014