VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 465,375
COMMITMENTS
65,785 248,813 106,283 272,730 77,654 444,798 432,750 20,577 32,625
CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -18,399)
-9,424 -25,708 9,504 -13,315 416 -13,235 -15,788 -5,164 -2,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 53.5 22.8 58.6 16.7 95.6 93.0 4.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
46 106 84 38 31 145 170
Updated December 13, 2019