VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 518,975
COMMITMENTS
91,833 297,990 84,787 314,673 99,786 491,293 482,563 27,682 36,412
CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 27,924)
7,058 9,617 9,927 8,487 7,139 25,472 26,683 2,452 1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 57.4 16.3 60.6 19.2 94.7 93.0 5.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
50 102 72 44 37 140 176
Updated November 15, 2019