VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 390,841 COMMITMENTS 108,653 123,319 114,432 143,258 121,107 366,343 358,858 24,498 31,983 CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -19,050) -13,785 -33,657 -854 -2,322 15,110 -16,961 -19,401 -2,089 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 31.6 29.3 36.7 31.0 93.7 91.8 6.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 56 72 83 44 45 151 160
Updated August 15, 2014