VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 267,609
COMMITMENTS
36,597 128,220 44,603 165,120 71,150 246,320 243,973 21,289 23,636
CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -33,169)
-9,632 -13,778 -19,924 -3,502 1,049 -33,058 -32,653 -111 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 47.9 16.7 61.7 26.6 92.0 91.2 8.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
39 68 61 34 36 109 135
Updated September 11, 2020