VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 491,051
COMMITMENTS
84,775 288,373 74,860 306,186 92,647 465,821 455,880 25,230 35,171
CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 37,719)
3,932 19,582 6,494 23,956 10,160 34,382 36,236 3,337 1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 58.7 15.2 62.4 18.9 94.9 92.8 5.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
47 107 71 45 36 140 174
Updated November 08, 2019