VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 237,479 COMMITMENTS 55,525 108,176 46,158 116,609 57,125 218,292 211,459 19,187 26,020 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 28,985) 9,384 19,406 1,230 17,518 6,984 28,132 27,620 853 1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 45.6 19.4 49.1 24.1 91.9 89.0 8.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 39 62 62 32 32 111 122
Updated June 05, 2020