VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 265,946
COMMITMENTS
49,032 100,845 62,254 128,887 72,288 240,173 235,387 25,773 30,559
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,999)
-1,537 -17,177 10,310 -4,969 9,771 3,804 2,904 4,195 5,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 37.9 23.4 48.5 27.2 90.3 88.5 9.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
37 69 61 33 35 111 128
Updated June 19, 2020