Detective Chief Inspector Ian Harrison, who is heading the probe, told the families at a meeting in a Londonderry hotel that all the civilian witnesses who had agreed to co-operate had been interviewed.
To date, 34 military witnesses had made statements, while some 55 had refused to co-operate.
Of the civilian witnesses, more than 300 had made statements to police while 259 had declined to do so.
It is not yet clear what attitude will be adopted by those who actually fired shots on the day.
Mr Harrison told the families that the process of interviewing them could last into next year. A total of 29 soldiers fired shots on the day, and of those three are dead - leaving 26 to be interviewed by police.
Speaking after the meeting, John Kelly, whose brother Michael was one of those killed, said the families were "frustrated and angry" but felt that they had no choice but to continue with the police investigation.
Mr Kelly said: "This murder investigation was launched in December 2012 and we were told at the time that it would take three to four years.
"Here we are almost three years later and they are only getting around to interviewing the soldiers who fired shots on the day.
"But despite the evident frustration felt by many of the families, we do feel that this is a process we have to go with as we have no real alternative."
He added: "Chief Inspector Harrison told us that as far as he is concerned this investigation is going forward and no one has told him to stop.
"We have made it clear that we will resist any attempt to hand this investigation over to any new body set up to deal with legacy issues.
"It has taken too long and we have come too far to want to see this starting all over again by some other body."
Mr Kelly added: "It is five-and-a-half years since the Saville Report, 17 years since the inquiry was set up and, most importantly of all, 43 years since our loved ones were murdered."