VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 355,249
COMMITMENTS
113,045 179,687 57,408 161,757 89,883 332,210 326,978 23,039 28,271
CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -16,249)
-3,286 6,203 -5,598 -8,608 -14,634 -17,492 -14,029 1,243 -2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 50.6 16.2 45.5 25.3 93.5 92.0 6.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
53 79 71 39 38 136 153
Updated September 06, 2019