VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 440,189
COMMITMENTS
120,035 252,302 81,439 223,298 76,164 424,772 409,905 15,417 30,284
CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST: -12,012)
6,239 -3,291 -4,118 -7,474 -3,324 -5,353 -10,733 -6,659 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 57.3 18.5 50.7 17.3 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
63 96 81 42 34 152 171
Updated July 26, 2019