VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 460,843
COMMITMENTS
65,536 238,887 114,116 259,661 76,966 439,313 429,969 21,530 30,874
CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -4,532)
-249 -9,926 7,833 -13,069 -688 -5,485 -2,781 953 -1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 51.8 24.8 56.3 16.7 95.3 93.3 4.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
46 106 89 36 36 145 181
Updated December 20, 2019