VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 268,574
COMMITMENTS
53,826 142,737 50,110 145,689 48,839 249,625 241,686 18,949 26,888
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -27,439)
1,228 -5,079 -7,335 -20,721 -14,408 -26,828 -26,822 -611 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 53.1 18.7 54.2 18.2 92.9 90.0 7.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 80 57 32 30 107 127
Updated July 31, 2020