VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 261,734
COMMITMENTS
38,671 128,428 49,078 153,447 63,147 241,196 240,653 20,538 21,081
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 6,244)
667 -439 4,115 -494 1,593 4,288 5,269 1,956 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 49.1 18.8 58.6 24.1 92.2 91.9 7.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 68 60 34 35 109 130
Updated October 02, 2020