VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 271,999
COMMITMENTS
50,528 128,984 56,990 145,988 58,982 253,506 244,956 18,493 27,043
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 15,308)
7,074 14,119 1,335 7,993 -3,103 16,402 12,351 -1,094 2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 47.4 21.0 53.7 21.7 93.2 90.1 6.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
28 71 59 29 30 100 123
Updated July 10, 2020