VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 399,983 COMMITMENTS 125,463 184,961 67,797 184,912 120,618 378,172 373,376 21,811 26,607 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -4,207) -12,129 -24,002 345 8,295 20,461 -3,489 -3,196 -718 -1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 46.2 16.9 46.2 30.2 94.5 93.3 5.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 55 83 82 41 41 150 162
Updated August 23, 2019