VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 235,004
COMMITMENTS
64,575 82,952 38,945 112,091 89,543 215,611 211,440 19,393 23,564
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -33,251)
-17,691 -18,022 1,645 -14,384 -13,660 -30,430 -30,037 -2,821 -3,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 35.3 16.6 47.7 38.1 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
34 49 44 32 29 95 97
Updated April 03, 2020