VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 478,868
COMMITMENTS
82,032 252,209 108,804 261,280 88,177 452,116 449,190 26,752 29,678
CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 9,028)
2,660 5,243 4,865 2,122 -755 9,647 9,353 -619 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 52.7 22.7 54.6 18.4 94.4 93.8 5.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
54 108 96 41 36 152 193
Updated January 24, 2020