VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 05/26/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 208,494
COMMITMENTS
46,141 88,770 44,928 99,091 50,141 190,160 183,839 18,334 24,655
CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -33,208)
-8,507 -910 -4,355 -19,892 -27,297 -32,754 -32,562 -454 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 42.6 21.5 47.5 24.0 91.2 88.2 8.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
35 57 57 31 33 103 116
Updated May 29, 2020