VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 255,490
COMMITMENTS
38,004 128,867 44,963 153,941 61,554 236,908 235,384 18,582 20,106
CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -8,152)
-459 -1,799 -4,087 -1,521 852 -6,067 -5,034 -2,085 -3,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 50.4 17.6 60.3 24.1 92.7 92.1 7.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
36 70 60 32 33 109 127
Updated September 25, 2020