VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 429,698
COMMITMENTS
77,923 222,820 92,515 236,915 82,450 407,353 397,785 22,345 31,913
CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 8,036)
16,404 8,395 -10,357 528 11,478 6,575 9,516 1,461 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 51.9 21.5 55.1 19.2 94.8 92.6 5.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
48 96 80 36 32 136 166
Updated January 10, 2020