VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 429,698 COMMITMENTS 77,923 222,820 92,515 236,915 82,450 407,353 397,785 22,345 31,913 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 8,036) 16,404 8,395 -10,357 528 11,478 6,575 9,516 1,461 -1,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 51.9 21.5 55.1 19.2 94.8 92.6 5.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 48 96 80 36 32 136 166
Updated January 10, 2020