VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 451,311
COMMITMENTS
139,100 196,586 94,624 189,321 124,543 423,045 415,753 28,266 35,558
CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 20,070)
23,697 3,572 10,543 -18,009 -2,139 16,231 11,976 3,839 8,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 43.6 21.0 41.9 27.6 93.7 92.1 6.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
69 81 92 45 44 164 181
Updated March 06, 2020