VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 504,704
COMMITMENTS
80,111 290,810 102,188 300,077 79,218 482,376 472,216 22,328 32,488
CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -44,602)
-14,248 -21,911 3,194 -32,939 -26,342 -43,993 -45,059 -609 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 57.6 20.2 59.5 15.7 95.6 93.6 4.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
56 104 77 38 32 140 175
Updated December 02, 2019