VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 303,485
COMMITMENTS
48,840 147,045 67,894 167,092 63,506 283,826 278,445 19,659 25,040
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -5,210)
152 1,373 -8,146 4,318 1,789 -3,676 -4,984 -1,534 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 48.5 22.4 55.1 20.9 93.5 91.7 6.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
33 82 71 36 32 120 139
Updated August 28, 2020