VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 428,263 COMMITMENTS 92,301 209,489 86,288 224,217 100,709 402,806 396,486 25,457 31,777 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -5,456) 4,231 -17,248 -1,792 -7,751 12,681 -5,312 -6,359 -144 903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 48.9 20.1 52.4 23.5 94.1 92.6 5.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 55 90 97 38 35 153 173
Updated February 07, 2020