VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 437,316
COMMITMENTS
85,338 256,574 68,536 262,533 80,872 416,407 405,982 20,909 31,334
CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -7,883)
4,813 20,069 -16,443 5,181 -11,990 -6,449 -8,364 -1,434 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 58.7 15.7 60.0 18.5 95.2 92.8 4.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
52 93 69 40 33 130 164
Updated October 25, 2019