VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 241,702
COMMITMENTS
54,648 89,680 49,283 118,983 77,438 222,914 216,401 18,788 25,301
CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 10,958)
7,337 2,643 2,236 890 3,618 10,463 8,497 495 2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 37.1 20.4 49.2 32.0 92.2 89.5 7.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
36 64 61 38 35 113 128
Updated May 22, 2020