VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 445,199
COMMITMENTS
80,525 236,505 84,979 257,352 92,862 422,856 414,346 22,343 30,853
CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 44,122)
4,316 21,616 18,347 20,427 1,176 43,090 41,139 1,032 2,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 53.1 19.1 57.8 20.9 95.0 93.1 5.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
53 95 82 41 39 146 171
Updated October 24, 2019