VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 360,284
COMMITMENTS
96,684 190,113 63,756 179,959 77,918 340,399 331,787 19,885 28,497
CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 5,035)
-16,361 10,426 6,348 18,202 -11,965 8,189 4,809 -3,154 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 52.8 17.7 49.9 21.6 94.5 92.1 5.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
46 86 70 39 38 132 154
Updated September 13, 2019