VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 433,719
COMMITMENTS
88,070 226,737 88,080 231,968 88,028 408,118 402,845 25,601 30,874
CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -45,149)
6,038 -25,472 -20,724 -29,312 -149 -43,998 -46,345 -1,151 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 52.3 20.3 53.5 20.3 94.1 92.9 5.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
56 96 98 39 36 154 181
Updated January 31, 2020