VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 413,477 COMMITMENTS 125,563 173,301 98,096 168,592 109,582 392,251 380,979 21,226 32,498 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -11,833) -19,165 1,323 -7,098 17,014 -4,668 -9,249 -10,443 -2,584 -1,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 41.9 23.7 40.8 26.5 94.9 92.1 5.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 59 83 85 39 42 151 171
Updated September 19, 2014