VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 291,763 COMMITMENTS 56,753 150,606 63,661 151,127 52,099 271,541 266,366 20,222 25,397 CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 14,698) -445 5,926 9,825 6,988 -400 16,368 15,351 -1,670 -653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 51.6 21.8 51.8 17.9 93.1 91.3 6.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 34 85 73 31 30 117 139
Updated August 14, 2020