VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 220,455
COMMITMENTS
50,851 79,209 39,593 110,144 76,189 200,588 194,991 19,867 25,464
CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 9,789)
-75 9,312 2,578 7,329 -1,476 9,832 10,414 -43 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 35.9 18.0 50.0 34.6 91.0 88.4 9.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 59 55 35 33 103 118
Updated May 08, 2020