VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 483,774
COMMITMENTS
75,209 274,521 96,779 286,045 77,238 458,033 448,538 25,741 35,236
CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -20,930)
-4,902 -16,289 -5,409 -14,032 -1,980 -24,343 -23,678 3,413 2,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 56.7 20.0 59.1 16.0 94.7 92.7 5.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
48 110 78 37 29 139 171
Updated December 06, 2019