VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 429,251
COMMITMENTS
84,813 239,668 67,198 257,151 91,094 409,162 397,960 20,089 31,291
CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 23,923)
112 6,448 4,540 20,091 12,166 24,743 23,154 -820 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 55.8 15.7 59.9 21.2 95.3 92.7 4.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
43 96 76 41 38 136 166
Updated October 04, 2019