VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 371,498 COMMITMENTS 116,331 173,484 63,006 170,365 104,517 349,702 341,007 21,796 30,491 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -28,485) -9,132 -11,477 -4,791 -14,547 -16,101 -28,470 -32,369 -15 3,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 46.7 17.0 45.9 28.1 94.1 91.8 5.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 48 79 68 37 38 131 149
Updated August 30, 2019