VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 431,241
COMMITMENTS
115,403 193,014 84,081 207,330 126,682 406,814 403,777 24,427 27,464
CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 6,464)
28,431 -24,187 -1,579 -21,103 37,474 5,749 11,708 715 -5,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 44.8 19.5 48.1 29.4 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
61 92 95 42 44 161 183
Updated February 28, 2020