VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 434,583
COMMITMENTS
121,542 201,029 79,543 207,016 124,972 408,101 405,544 26,482 29,039
CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -16,229)
-21,929 -5,764 -2,696 7,517 -8,561 -17,108 -17,021 879 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 46.3 18.3 47.6 28.8 93.9 93.3 6.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
45 74 70 37 38 127 143
Updated March 20, 2020