VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 453,332
COMMITMENTS
80,843 268,791 68,366 282,230 82,487 431,439 419,644 21,893 33,688
CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 16,016)
-4,495 12,217 -170 19,697 1,615 15,032 13,662 984 2,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 59.3 15.1 62.3 18.2 95.2 92.6 4.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
51 94 70 41 32 132 161
Updated November 01, 2019