VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 407,816 COMMITMENTS 103,830 107,829 115,554 159,790 152,462 379,174 375,845 28,642 31,971 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 42,575) 21,304 -24,635 13,284 2,888 52,947 37,476 41,596 5,099 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 26.4 28.3 39.2 37.4 93.0 92.2 7.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 69 59 83 38 39 153 149
Updated October 17, 2014