VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 434,583 COMMITMENTS 121,542 201,029 79,543 207,016 124,972 408,101 405,544 26,482 29,039 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -16,229) -21,929 -5,764 -2,696 7,517 -8,561 -17,108 -17,021 879 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 46.3 18.3 47.6 28.8 93.9 93.3 6.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 45 74 70 37 38 127 143
Updated March 20, 2020