VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 257,947 COMMITMENTS 50,569 118,022 51,944 133,856 62,517 236,369 232,483 21,578 25,464 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 20,468) -4,956 9,846 5,786 17,247 5,392 18,077 21,024 2,391 -556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 45.8 20.1 51.9 24.2 91.6 90.1 8.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 33 75 65 36 36 116 134
Updated June 12, 2020