VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 469,840 COMMITMENTS 79,372 246,966 103,939 259,158 88,932 442,469 439,837 27,371 30,003 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 40,142) 1,449 24,146 11,424 22,243 6,482 35,116 42,052 5,026 -1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 52.6 22.1 55.2 18.9 94.2 93.6 5.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 52 103 90 40 37 150 182
Updated January 17, 2020