VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 437,316 COMMITMENTS 85,338 256,574 68,536 262,533 80,872 416,407 405,982 20,909 31,334 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -7,883) 4,813 20,069 -16,443 5,181 -11,990 -6,449 -8,364 -1,434 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 58.7 15.7 60.0 18.5 95.2 92.8 4.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 52 93 69 40 33 130 164
Updated October 25, 2019