VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 421,662
COMMITMENTS
61,519 214,425 102,872 236,387 70,972 400,778 388,269 20,884 33,393
CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 9,768)
-3,738 -7,388 5,806 6,963 9,293 9,031 7,711 737 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 50.9 24.4 56.1 16.8 95.0 92.1 5.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
44 99 82 37 33 138 165
Updated January 06, 2020