VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 268,255
COMMITMENTS
82,266 100,974 37,300 126,475 103,203 246,041 241,477 22,214 26,778
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -166,328)
-39,276 -100,055 -42,243 -80,541 -21,769 -162,060 -164,067 -4,268 -2,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 37.6 13.9 47.1 38.5 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
31 60 51 34 31 97 113
Updated March 27, 2020