VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 424,777
COMMITMENTS
86,972 217,201 85,660 228,433 89,208 401,065 392,069 23,712 32,708
CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 562)
6,540 5,900 1,657 -5,695 -7,078 2,502 479 -1,940 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 51.1 20.2 53.8 21.0 94.4 92.3 5.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
50 89 81 42 38 148 159
Updated February 21, 2020