VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 248,684
COMMITMENTS
45,918 109,044 56,823 127,663 59,374 230,404 225,241 18,280 23,443
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -17,262)
-3,114 8,199 -5,431 -1,224 -12,914 -9,769 -10,146 -7,493 -7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 43.8 22.8 51.3 23.9 92.6 90.6 7.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 68 60 29 30 102 122
Updated June 26, 2020