VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 411,894
COMMITMENTS
65,257 221,813 97,066 229,424 61,679 391,747 380,558 20,147 31,336
CHANGES FROM 12/17/19 (CHANGE IN OPEN INTEREST: -48,949)
-279 -17,074 -17,050 -30,237 -15,287 -47,566 -49,411 -1,383 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 53.9 23.6 55.7 15.0 95.1 92.4 4.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 99 75 34 30 132 159
Updated December 30, 2019