VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 469,840
COMMITMENTS
79,372 246,966 103,939 259,158 88,932 442,469 439,837 27,371 30,003
CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 40,142)
1,449 24,146 11,424 22,243 6,482 35,116 42,052 5,026 -1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 52.6 22.1 55.2 18.9 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
52 103 90 40 37 150 182
Updated January 17, 2020