VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 399,983
COMMITMENTS
125,463 184,961 67,797 184,912 120,618 378,172 373,376 21,811 26,607
CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -4,207)
-12,129 -24,002 345 8,295 20,461 -3,489 -3,196 -718 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 46.2 16.9 46.2 30.2 94.5 93.3 5.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
55 83 82 41 41 150 162
Updated August 23, 2019