VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 401,077 COMMITMENTS 76,209 214,889 66,632 236,925 91,686 379,766 373,207 21,311 27,870 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -28,174) -8,604 -24,779 -566 -20,226 592 -29,396 -24,753 1,222 -3,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 53.6 16.6 59.1 22.9 94.7 93.1 5.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 44 95 73 41 37 137 162
Updated October 11, 2019