VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 431,241 COMMITMENTS 115,403 193,014 84,081 207,330 126,682 406,814 403,777 24,427 27,464 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 6,464) 28,431 -24,187 -1,579 -21,103 37,474 5,749 11,708 715 -5,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 44.8 19.5 48.1 29.4 94.3 93.6 5.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 61 92 95 42 44 161 183
Updated February 28, 2020