VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 268,574 COMMITMENTS 53,826 142,737 50,110 145,689 48,839 249,625 241,686 18,949 26,888 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -27,439) 1,228 -5,079 -7,335 -20,721 -14,408 -26,828 -26,822 -611 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 53.1 18.7 54.2 18.2 92.9 90.0 7.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 34 80 57 32 30 107 127
Updated July 31, 2020