VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 428,263
COMMITMENTS
92,301 209,489 86,288 224,217 100,709 402,806 396,486 25,457 31,777
CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -5,456)
4,231 -17,248 -1,792 -7,751 12,681 -5,312 -6,359 -144 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 48.9 20.1 52.4 23.5 94.1 92.6 5.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
55 90 97 38 35 153 173
Updated February 07, 2020