VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 549,306
COMMITMENTS
94,359 312,721 98,994 333,016 105,560 526,369 517,275 22,937 32,031
CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 30,331)
2,526 14,731 14,207 18,343 5,774 35,076 34,712 -4,745 -4,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 56.9 18.0 60.6 19.2 95.8 94.2 4.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 110 82 42 37 148 190
Updated November 22, 2019