VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 405,328
COMMITMENTS
84,701 233,220 62,658 237,060 78,928 384,419 374,806 20,909 30,522
CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,610)
-1,387 21,481 -12,256 18,122 -8,074 4,479 1,151 -1,869 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 57.5 15.5 58.5 19.5 94.8 92.5 5.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 87 64 40 38 125 157
Updated September 27, 2019