VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 450,812
COMMITMENTS
143,471 206,793 82,239 199,499 133,533 425,209 422,565 25,603 28,247
CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -499)
4,371 10,207 -12,385 10,178 8,990 2,164 6,812 -2,663 -7,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 45.9 18.2 44.3 29.6 94.3 93.7 5.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
60 82 88 42 38 155 168
Updated March 13, 2020