VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 424,215
COMMITMENTS
80,432 211,301 84,003 234,128 96,286 398,563 391,590 25,652 32,625
CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,048)
-11,869 1,812 -2,285 9,911 -4,423 -4,243 -4,896 195 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 49.8 19.8 55.2 22.7 94.0 92.3 6.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
61 83 93 38 33 155 165
Updated February 14, 2020