VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 371,498
COMMITMENTS
116,331 173,484 63,006 170,365 104,517 349,702 341,007 21,796 30,491
CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -28,485)
-9,132 -11,477 -4,791 -14,547 -16,101 -28,470 -32,369 -15 3,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 46.7 17.0 45.9 28.1 94.1 91.8 5.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
48 79 68 37 38 131 149
Updated August 30, 2019