VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 265,946 COMMITMENTS 49,032 100,845 62,254 128,887 72,288 240,173 235,387 25,773 30,559 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,999) -1,537 -17,177 10,310 -4,969 9,771 3,804 2,904 4,195 5,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 37.9 23.4 48.5 27.2 90.3 88.5 9.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 37 69 61 33 35 111 128
Updated June 19, 2020