VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 504,704 COMMITMENTS 80,111 290,810 102,188 300,077 79,218 482,376 472,216 22,328 32,488 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -44,602) -14,248 -21,911 3,194 -32,939 -26,342 -43,993 -45,059 -609 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 57.6 20.2 59.5 15.7 95.6 93.6 4.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 56 104 77 38 32 140 175
Updated December 02, 2019